+15.3%
GEN vs RBA
-4.2%
+19.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.9% |
| 7D | -0.3% | +2.5% | -2.8% | -1.3% |
| 30D | +28.2% | +11.6% | +16.6% | +22.9% |
| 3M | +2.6% | +1.5% | +1.1% | +0.7% |
| 6M | +32.7% | -6.6% | +39.3% | +31.7% |
| YTD | +11.3% | -6.3% | +17.5% | +11.3% |
| All | +15.3% | -4.2% | +19.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling