+198.4%
B vs RBA
+4,003.4%
-3,805.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +9.6% | +4.3% | +5.3% | +8.9% |
| 30D | +3.5% | +16.3% | -12.8% | +1.1% |
| 3M | -1.6% | +1.3% | -2.9% | -1.9% |
| 6M | -1.7% | -11.1% | +9.4% | -0.5% |
| YTD | -5.3% | -8.5% | +3.1% | -4.8% |
| 1Y | +27.2% | -2.1% | +29.3% | +26.6% |
| 3Y | +166.1% | +44.6% | +121.6% | +148.1% |
| 5Y | +136.5% | +36.8% | +99.7% | +119.1% |
| 10Y | +172.2% | +227.3% | -55.1% | +114.4% |
| All | +198.4% | +4,003.4% | -3,805.0% | +84.3% |
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