+206.6%
C vs RBA
+44.2%
+162.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -5.3% | +7.3% | -12.6% | -7.3% |
| 30D | -7.3% | +16.9% | -24.3% | -11.7% |
| 3M | -13.5% | -0.5% | -13.0% | -13.5% |
| 6M | -6.5% | -10.4% | +3.9% | -4.6% |
| YTD | +3.6% | -7.2% | +10.8% | +4.4% |
| 1Y | +18.9% | -2.2% | +21.1% | +17.6% |
| All | +206.6% | +44.2% | +162.3% | +187.3% |
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 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