+7,328.4%
EW vs RBA
+3,071.7%
+4,256.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +11.0% | +4.3% | +6.7% | +10.1% |
| 30D | +19.1% | +16.3% | +2.8% | +15.7% |
| 3M | +14.4% | +1.3% | +13.0% | +13.8% |
| 6M | +22.8% | -11.1% | +33.8% | +24.7% |
| YTD | +19.8% | -8.5% | +28.3% | +20.6% |
| 1Y | +23.9% | -2.1% | +26.0% | +23.1% |
| 3Y | +52.2% | +44.6% | +7.7% | +39.2% |
| 5Y | -13.9% | +36.8% | -50.7% | -21.8% |
| 10Y | +241.9% | +227.3% | +14.6% | +160.1% |
| All | +7,328.4% | +3,071.7% | +4,256.7% | +6,475.0% |
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