+75.9%
D vs RBA
+44.2%
+31.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +6.9% | +7.3% | -0.4% | +5.8% |
| 30D | +12.3% | +16.9% | -4.6% | +9.8% |
| 3M | +3.0% | -0.5% | +3.5% | +3.0% |
| 6M | +12.8% | -10.4% | +23.2% | +14.1% |
| YTD | +22.6% | -7.2% | +29.8% | +22.5% |
| 1Y | +21.7% | -2.2% | +23.9% | +20.3% |
| All | +75.9% | +44.2% | +31.7% | +62.0% |
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