+442.4%
FLEX vs RBA
+36.9%
+405.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | -10.1% | -12.3% | +2.1% | -6.6% |
| 3M | -31.3% | -20.5% | -10.8% | -26.9% |
| 6M | +71.3% | -18.5% | +89.8% | +80.2% |
| YTD | +81.2% | -18.2% | +99.5% | +89.4% |
| 1Y | +98.5% | -27.5% | +126.0% | +117.1% |
| All | +442.4% | +36.9% | +405.5% | +392.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling