+426.2%
COMP vs RBA
+64.0%
+362.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.7% |
| 30D | +16.3% | +9.0% | +7.4% | +10.1% |
| 3M | -19.1% | +7.2% | -26.3% | -22.9% |
| 6M | +17.1% | -7.8% | +24.9% | +20.8% |
| YTD | -2.9% | -6.4% | +3.4% | -0.1% |
| 1Y | +8.8% | -4.2% | +13.0% | +10.2% |
| All | +426.2% | +64.0% | +362.1% | +322.9% |
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 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