+761.4%
ED vs RBA
+3,565.6%
-2,804.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -0.1% | -12.3% | +12.2% | +0.8% |
| 3M | +3.9% | -20.5% | +24.5% | +5.6% |
| 6M | -3.0% | -18.5% | +15.5% | -1.7% |
| YTD | +10.7% | -18.2% | +28.9% | +11.9% |
| 1Y | +13.3% | -27.5% | +40.8% | +15.7% |
| 3Y | +34.5% | +38.1% | -3.6% | +29.4% |
| 5Y | +67.1% | +44.8% | +22.3% | +59.1% |
| 10Y | +103.0% | +187.1% | -84.1% | +80.1% |
| All | +761.4% | +3,565.6% | -2,804.1% | +628.5% |
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