+20.1%
COMP vs RBA
-2.0%
+22.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.7% | +6.5% |
| 7D | +9.5% | +12.7% | -3.2% | +2.0% |
| 30D | +8.1% | +15.5% | -7.5% | -1.1% |
| 3M | -16.3% | -14.0% | -2.3% | -9.6% |
| 6M | +42.2% | -8.8% | +51.0% | +45.6% |
| YTD | -5.0% | -6.9% | +1.9% | +3.8% |
| 1Y | +20.1% | -3.0% | +23.1% | +33.4% |
| All | +20.1% | -2.0% | +22.1% | +33.4% |
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 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