+157.4%
ALL vs RBA
+36.9%
+120.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | -2.9% | +3.0% | +0.4% |
| 30D | -1.5% | -12.3% | +10.8% | -0.1% |
| 3M | +23.6% | -20.5% | +44.2% | +26.3% |
| 6M | +22.3% | -18.5% | +40.9% | +24.4% |
| YTD | +26.5% | -18.2% | +44.7% | +27.8% |
| 1Y | +27.0% | -27.5% | +54.5% | +30.9% |
| All | +157.4% | +36.9% | +120.4% | +146.9% |
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