+793.5%
EL vs RBA
+3,565.6%
-2,772.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +0.8% | -2.9% | +3.7% | +1.5% |
| 30D | +19.8% | -12.3% | +32.1% | +23.6% |
| 3M | +25.7% | -20.5% | +46.2% | +32.2% |
| 6M | +5.4% | -18.5% | +24.0% | +10.2% |
| YTD | +0.2% | -18.2% | +18.4% | +4.3% |
| 1Y | +20.4% | -27.5% | +47.9% | +28.9% |
| 3Y | -32.1% | +38.1% | -70.2% | -38.2% |
| 5Y | -67.2% | +44.8% | -112.0% | -70.9% |
| 10Y | +31.7% | +187.1% | -155.4% | -2.4% |
| All | +793.5% | +3,565.6% | -2,772.1% | +365.3% |
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