+16.0%
D vs RBA
-4.5%
+20.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +9.0% | +9.0% | 0.0% | +8.1% |
| 3M | +1.0% | +7.2% | -6.2% | +0.2% |
| 6M | +11.0% | -7.8% | +18.7% | +11.2% |
| YTD | +19.8% | -6.4% | +26.1% | +21.4% |
| 1Y | +16.0% | -4.2% | +20.1% | +18.1% |
| All | +16.0% | -4.5% | +20.5% | +18.1% |
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