-20.2%
DOW vs RBA
+63.1%
-83.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | +5.2% | +1.7% | +3.5% | +4.8% |
| 30D | +13.2% | +8.3% | +4.8% | +10.9% |
| 3M | +10.1% | +10.5% | -0.5% | +7.2% |
| 6M | -13.1% | -5.9% | -7.2% | -13.2% |
| YTD | +46.1% | -6.9% | +53.0% | +45.5% |
| 1Y | +50.0% | -4.9% | +54.9% | +48.2% |
| 3Y | -20.2% | +64.5% | -84.7% | -31.7% |
| All | -20.2% | +63.1% | -83.4% | -31.7% |
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