+60.4%
D vs RBA
+36.9%
+23.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | -2.9% | +3.4% | +0.9% |
| 30D | -3.6% | -12.3% | +8.7% | -1.7% |
| 3M | -1.0% | -20.5% | +19.5% | +2.1% |
| 6M | +6.3% | -18.5% | +24.8% | +9.0% |
| YTD | +14.7% | -18.2% | +32.9% | +17.0% |
| 1Y | +16.9% | -27.5% | +44.4% | +22.0% |
| All | +60.4% | +36.9% | +23.5% | +48.2% |
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