+36.9%
DD vs RBA
-28.4%
+65.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | -7.4% | -13.2% | +5.8% | -4.8% |
| 3M | -6.4% | -21.4% | +14.9% | -3.4% |
| 6M | -2.5% | -20.9% | +18.4% | +0.1% |
| YTD | +10.2% | -19.9% | +30.1% | +11.6% |
| 1Y | +36.9% | -28.7% | +65.6% | +43.9% |
| All | +36.9% | -28.4% | +65.3% | +43.9% |
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 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