+544.1%
DD vs RBA
+4,003.4%
-3,459.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +4.6% | +4.3% | +0.3% | +3.2% |
| 30D | +11.8% | +16.3% | -4.5% | +6.5% |
| 3M | +2.2% | +1.3% | +0.8% | +1.3% |
| 6M | -1.6% | -11.1% | +9.4% | +0.6% |
| YTD | +23.0% | -8.5% | +31.5% | +24.3% |
| 1Y | +26.9% | -2.1% | +29.1% | +25.5% |
| 3Y | +77.9% | +44.6% | +33.3% | +53.9% |
| 5Y | +59.9% | +36.8% | +23.1% | +37.0% |
| 10Y | +90.1% | +227.3% | -137.3% | +18.8% |
| All | +544.1% | +4,003.4% | -3,459.4% | +154.6% |
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 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