+83.1%
F vs RBA
+3,565.6%
-3,482.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | -2.9% | +8.3% | +6.3% |
| 30D | +4.6% | -12.3% | +16.9% | +8.7% |
| 3M | -3.7% | -20.5% | +16.9% | +2.7% |
| 6M | +16.8% | -18.5% | +35.4% | +23.3% |
| YTD | +15.3% | -18.2% | +33.5% | +20.9% |
| 1Y | +31.0% | -27.5% | +58.5% | +42.4% |
| 3Y | +45.4% | +38.1% | +7.4% | +27.4% |
| 5Y | +54.7% | +44.8% | +9.9% | +30.2% |
| 10Y | +98.2% | +187.1% | -88.9% | +27.6% |
| All | +83.1% | +3,565.6% | -3,482.4% | -35.7% |
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