+1,000.4%
ALL vs RBA
+4,058.7%
-3,058.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +4.2% | +7.3% | -3.1% | +2.5% |
| 30D | +18.9% | +16.9% | +2.0% | +14.4% |
| 3M | +1.2% | -0.5% | +1.7% | +1.1% |
| 6M | +23.2% | -10.4% | +33.6% | +25.4% |
| YTD | +30.0% | -7.2% | +37.2% | +30.3% |
| 1Y | +39.6% | -2.2% | +41.9% | +38.0% |
| 3Y | +115.2% | +43.7% | +71.5% | +90.5% |
| 5Y | +156.2% | +38.7% | +117.6% | +123.2% |
| 10Y | +398.0% | +231.7% | +166.3% | +230.7% |
| All | +1,000.4% | +4,058.7% | -3,058.3% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling