+123.1%
GOOG vs RBA
+61.6%
+61.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +4.8% | -0.5% | +5.4% | +4.9% |
| 30D | -15.5% | +6.8% | -22.3% | -16.4% |
| 3M | -13.7% | +9.5% | -23.1% | -15.1% |
| 6M | -23.0% | -8.2% | -14.7% | -21.6% |
| YTD | -5.7% | -7.7% | +2.0% | -4.6% |
| 1Y | +3.0% | -6.9% | +9.9% | +4.0% |
| All | +123.1% | +61.6% | +61.5% | +117.1% |
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 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