+988.4%
D vs RBA
+3,492.7%
-2,504.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | +0.8% | -1.1% | +1.8% | +0.9% |
| 30D | -0.7% | -13.2% | +12.5% | +1.1% |
| 3M | +2.1% | -21.4% | +23.4% | +5.1% |
| 6M | +6.8% | -20.9% | +27.7% | +9.8% |
| YTD | +16.5% | -19.9% | +36.4% | +19.3% |
| 1Y | +19.2% | -28.7% | +47.8% | +23.8% |
| 3Y | +61.9% | +27.4% | +34.5% | +54.5% |
| 5Y | +6.5% | +41.7% | -35.2% | -0.7% |
| 10Y | +35.3% | +189.6% | -154.3% | +13.0% |
| All | +988.4% | +3,492.7% | -2,504.3% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling