+20.5%
C vs RBA
-3.3%
+23.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -2.4% | +4.3% | -6.7% | -3.4% |
| 30D | -6.0% | +16.3% | -22.3% | -9.6% |
| 3M | -10.5% | +1.3% | -11.9% | -10.9% |
| 6M | -5.7% | -11.1% | +5.4% | -4.6% |
| YTD | +4.1% | -8.5% | +12.6% | +5.0% |
| 1Y | +20.5% | -2.1% | +22.6% | +17.9% |
| All | +20.5% | -3.3% | +23.8% | +17.9% |
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