+5.6%
D vs RBA
-23.1%
+28.6%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -2.1% | -13.0% | +10.9% | -0.4% |
| 3M | -0.7% | -23.1% | +22.4% | +1.8% |
| 6M | +5.6% | -22.6% | +28.2% | +7.6% |
| All | +5.6% | -23.1% | +28.6% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling