+1,465.6%
EXC vs RBA
+3,565.6%
-2,099.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | -3.7% | -12.3% | +8.6% | -1.7% |
| 3M | -1.3% | -20.5% | +19.2% | +2.1% |
| 6M | -9.7% | -18.5% | +8.8% | -7.1% |
| YTD | +2.9% | -18.2% | +21.1% | +5.3% |
| 1Y | +4.4% | -27.5% | +31.9% | +9.0% |
| 3Y | +22.2% | +38.1% | -15.9% | +12.4% |
| 5Y | +46.7% | +44.8% | +1.9% | +31.8% |
| 10Y | +155.3% | +187.1% | -31.8% | +99.4% |
| All | +1,465.6% | +3,565.6% | -2,099.9% | +995.6% |
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