+29.4%
B vs RBA
-2.0%
+31.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.0% |
| 7D | +1.1% | +12.7% | -11.5% | -0.3% |
| 30D | +0.3% | +15.5% | -15.2% | -1.5% |
| 3M | +5.4% | -14.0% | +19.5% | +7.2% |
| 6M | +5.5% | -8.8% | +14.3% | +4.4% |
| YTD | -6.3% | -6.9% | +0.6% | -9.0% |
| 1Y | +29.4% | -3.0% | +32.3% | +24.1% |
| All | +29.4% | -2.0% | +31.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling