+11.4%
B vs RBA
-4.5%
+15.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -4.3% | +9.0% | -13.3% | -5.2% |
| 3M | -2.3% | +7.2% | -9.5% | -3.1% |
| 6M | -16.2% | -7.8% | -8.5% | -17.4% |
| YTD | -8.8% | -6.4% | -2.5% | -12.8% |
| 1Y | +11.4% | -4.2% | +15.5% | +5.4% |
| All | +11.4% | -4.5% | +15.9% | +5.4% |
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 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