-5.5%
C vs RBA
+3,565.6%
-3,571.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | -2.9% | +6.6% | +4.9% |
| 30D | +0.1% | -12.3% | +12.4% | +5.5% |
| 3M | +2.4% | -20.5% | +22.9% | +11.3% |
| 6M | +24.9% | -18.5% | +43.5% | +34.1% |
| YTD | +19.8% | -18.2% | +38.0% | +28.2% |
| 1Y | +44.9% | -27.5% | +72.4% | +62.9% |
| 3Y | +263.0% | +38.1% | +224.9% | +201.9% |
| 5Y | +129.5% | +44.8% | +84.7% | +77.2% |
| 10Y | +291.6% | +187.1% | +104.5% | +105.5% |
| All | -5.5% | +3,565.6% | -3,571.1% | -76.4% |
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 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