+15.9%
D vs RBA
-5.8%
+21.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +7.7% | +8.3% | -0.6% | +6.9% |
| 3M | -0.3% | +10.5% | -10.8% | -1.2% |
| 6M | +10.1% | -5.9% | +15.9% | +10.3% |
| YTD | +19.1% | -6.9% | +25.9% | +21.2% |
| 1Y | +15.9% | -4.9% | +20.8% | +18.8% |
| All | +15.9% | -5.8% | +21.7% | +18.8% |
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