+8.1%
EW vs RBA
-28.4%
+36.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -3.3% |
| 7D | -4.4% | -1.1% | -3.4% | -4.3% |
| 30D | -3.3% | -13.2% | +9.9% | -1.7% |
| 3M | +1.0% | -21.4% | +22.4% | +3.5% |
| 6M | +6.2% | -20.9% | +27.1% | +8.6% |
| YTD | +1.7% | -19.9% | +21.6% | +3.0% |
| 1Y | +8.1% | -28.7% | +36.8% | +7.9% |
| All | +8.1% | -28.4% | +36.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling