+951.3%
ALL vs RBA
+4,003.4%
-3,052.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -4.1% |
| 7D | -1.9% | +4.3% | -6.2% | -2.9% |
| 30D | +13.8% | +16.3% | -2.5% | +9.6% |
| 3M | -7.0% | +1.3% | -8.3% | -7.5% |
| 6M | +18.0% | -11.1% | +29.1% | +20.3% |
| YTD | +24.2% | -8.5% | +32.7% | +24.9% |
| 1Y | +31.2% | -2.1% | +33.3% | +29.7% |
| 3Y | +107.5% | +44.6% | +63.0% | +83.4% |
| 5Y | +144.8% | +36.8% | +108.0% | +114.0% |
| 10Y | +375.8% | +227.3% | +148.4% | +217.0% |
| All | +951.3% | +4,003.4% | -3,052.1% | +339.5% |
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