+133.7%
GOOG vs RBA
+44.6%
+89.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +1.1% | -1.1% | +2.1% | +1.3% |
| 30D | -5.1% | -13.2% | +8.2% | -2.1% |
| 3M | -7.1% | -21.4% | +14.3% | -2.2% |
| 6M | +12.7% | -20.9% | +33.5% | +18.2% |
| YTD | +7.1% | -19.9% | +26.9% | +11.6% |
| 1Y | +43.6% | -28.7% | +72.3% | +53.6% |
| 3Y | +146.8% | +27.4% | +119.4% | +127.9% |
| 5Y | +133.7% | +41.7% | +91.9% | +102.0% |
| All | +133.7% | +44.6% | +89.1% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling