-18.3%
C vs RBA
+4,058.7%
-4,077.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -5.3% | +7.3% | -12.6% | -8.2% |
| 30D | -7.3% | +16.9% | -24.3% | -13.6% |
| 3M | -13.5% | -0.5% | -13.0% | -13.8% |
| 6M | -6.5% | -10.4% | +3.9% | -3.8% |
| YTD | +3.6% | -7.2% | +10.8% | +4.7% |
| 1Y | +18.9% | -2.2% | +21.1% | +17.3% |
| 3Y | +205.0% | +43.7% | +161.2% | +149.0% |
| 5Y | +109.4% | +38.7% | +70.7% | +65.8% |
| 10Y | +232.9% | +231.7% | +1.2% | +63.8% |
| All | -18.3% | +4,058.7% | -4,077.0% | -80.7% |
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