+1,536.7%
EXC vs RBA
+4,003.4%
-2,466.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -1.2% | +4.3% | -5.4% | -1.9% |
| 30D | +10.0% | +16.3% | -6.4% | +7.2% |
| 3M | +1.6% | +1.3% | +0.3% | +1.2% |
| 6M | +3.3% | -11.1% | +14.3% | +4.7% |
| YTD | +7.6% | -8.5% | +16.0% | +8.0% |
| 1Y | +3.5% | -2.1% | +5.6% | +2.6% |
| 3Y | +27.7% | +44.6% | -16.9% | +16.6% |
| 5Y | +41.1% | +36.8% | +4.3% | +28.3% |
| 10Y | +178.2% | +227.3% | -49.1% | +112.4% |
| All | +1,536.7% | +4,003.4% | -2,466.8% | +1,022.9% |
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