+1,971.2%
EQT vs RBA
+3,492.7%
-1,521.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -0.8% | -1.1% | +0.2% | -0.6% |
| 30D | +6.6% | -13.2% | +19.9% | +10.3% |
| 3M | +4.4% | -21.4% | +25.7% | +10.0% |
| 6M | -10.5% | -20.9% | +10.4% | -6.0% |
| YTD | +3.7% | -19.9% | +23.6% | +8.0% |
| 1Y | +9.9% | -28.7% | +38.5% | +17.6% |
| 3Y | +35.4% | +27.4% | +7.9% | +23.7% |
| 5Y | +189.2% | +41.7% | +147.4% | +149.6% |
| 10Y | +50.7% | +189.6% | -138.9% | +2.3% |
| All | +1,971.2% | +3,492.7% | -1,521.5% | +902.9% |
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