+13,444.1%
GOOG vs RBA
+1,239.5%
+12,204.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -6.8% | -12.3% | +5.5% | -3.6% |
| 3M | -9.1% | -20.5% | +11.4% | -3.8% |
| 6M | +10.7% | -18.5% | +29.3% | +16.2% |
| YTD | +7.1% | -18.2% | +25.3% | +11.8% |
| 1Y | +44.6% | -27.5% | +72.1% | +55.5% |
| 3Y | +147.4% | +38.1% | +109.4% | +120.0% |
| 5Y | +133.8% | +44.8% | +89.0% | +100.3% |
| 10Y | +777.5% | +187.1% | +590.4% | +500.7% |
| All | +13,444.1% | +1,239.5% | +12,204.6% | +6,618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling