-37.4%
DOW vs RBA
+45.3%
-82.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.8% |
| 30D | +0.4% | -12.3% | +12.7% | +3.2% |
| 3M | -14.4% | -20.5% | +6.1% | -10.7% |
| 6M | -7.0% | -18.5% | +11.6% | -3.9% |
| YTD | +30.2% | -18.2% | +48.4% | +34.2% |
| 1Y | +29.2% | -27.5% | +56.7% | +37.4% |
| 3Y | -36.7% | +38.1% | -74.8% | -42.1% |
| All | -37.4% | +45.3% | -82.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling