+140.7%
GOOG vs RBA
+26.3%
+114.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -7.7% | -13.0% | +5.3% | -5.2% |
| 3M | -9.3% | -23.1% | +13.8% | -4.8% |
| 6M | +7.4% | -22.6% | +30.0% | +12.4% |
| YTD | +4.9% | -20.4% | +25.2% | +8.9% |
| 1Y | +37.2% | -29.6% | +66.8% | +45.9% |
| All | +140.7% | +26.3% | +114.4% | +134.3% |
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