+107.5%
ALL vs RBA
+42.3%
+65.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -4.3% |
| 7D | -1.9% | +4.3% | -6.2% | -2.4% |
| 30D | +13.8% | +16.3% | -2.5% | +11.7% |
| 3M | -7.0% | +1.3% | -8.3% | -7.3% |
| 6M | +18.0% | -11.1% | +29.1% | +18.7% |
| YTD | +24.2% | -8.5% | +32.7% | +23.5% |
| 1Y | +31.2% | -2.1% | +33.3% | +28.9% |
| 3Y | +107.5% | +44.6% | +63.0% | +104.8% |
| All | +107.5% | +42.3% | +65.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling