+46.1%
GOOGL vs RBA
-26.5%
+72.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -6.6% | -12.3% | +5.7% | -4.5% |
| 3M | -9.0% | -20.5% | +11.5% | -5.1% |
| 6M | +11.8% | -18.5% | +30.3% | +16.0% |
| YTD | +8.3% | -18.2% | +26.5% | +13.7% |
| 1Y | +46.1% | -27.5% | +73.6% | +60.0% |
| All | +46.1% | -26.5% | +72.7% | +60.0% |
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 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