+69.4%
ALLY vs RBA
+36.9%
+32.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | -2.9% | +6.6% | +4.7% |
| 30D | -2.3% | -12.3% | +10.0% | +2.2% |
| 3M | +3.8% | -20.5% | +24.4% | +11.4% |
| 6M | +9.7% | -18.5% | +28.3% | +16.3% |
| YTD | -1.4% | -18.2% | +16.8% | +3.7% |
| 1Y | +8.2% | -27.5% | +35.7% | +19.3% |
| All | +69.4% | +36.9% | +32.5% | +51.1% |
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