-50.2%
COMP vs RBA
+77.7%
-127.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.7% | +6.3% |
| 7D | +9.5% | +12.7% | -3.2% | +1.2% |
| 30D | +8.1% | +15.5% | -7.5% | -2.0% |
| 3M | -16.3% | -14.0% | -2.3% | -9.4% |
| 6M | +42.2% | -8.8% | +51.0% | +48.4% |
| YTD | -5.0% | -6.9% | +1.9% | -1.7% |
| 1Y | +20.1% | -3.0% | +23.1% | +20.4% |
| 3Y | +358.4% | +44.2% | +314.2% | +246.5% |
| 5Y | -21.9% | +50.6% | -72.5% | -45.6% |
| All | -50.2% | +77.7% | -127.8% | -64.3% |
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 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