+45.3%
AR vs RBA
+36.9%
+8.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.5% | -2.9% | +5.4% | +3.1% |
| 30D | +14.8% | -12.3% | +27.1% | +17.8% |
| 3M | +6.2% | -20.5% | +26.8% | +10.8% |
| 6M | +4.3% | -18.5% | +22.8% | +8.0% |
| YTD | +14.4% | -18.2% | +32.6% | +17.5% |
| 1Y | +21.3% | -27.5% | +48.8% | +29.3% |
| All | +45.3% | +36.9% | +8.3% | +32.4% |
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