+57.0%
F vs RBA
+4,058.7%
-4,001.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.4% | +7.3% | -6.0% | -0.8% |
| 30D | +2.0% | +16.9% | -14.9% | -2.9% |
| 3M | -10.4% | -0.5% | -9.9% | -10.5% |
| 6M | +9.7% | -10.4% | +20.1% | +12.4% |
| YTD | -1.2% | -7.2% | +6.0% | -0.6% |
| 1Y | 0.0% | -2.2% | +2.3% | -1.0% |
| 3Y | +41.1% | +43.7% | -2.6% | +22.0% |
| 5Y | -11.4% | +38.7% | -50.1% | -24.3% |
| 10Y | +85.0% | +231.7% | -146.8% | +13.7% |
| All | +57.0% | +4,058.7% | -4,001.8% | -47.1% |
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