+92.9%
GOOGL vs RBA
+37.7%
+55.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.8% | +4.3% | -2.5% | +0.9% |
| 30D | -18.8% | +16.3% | -35.1% | -21.5% |
| 3M | -20.3% | +1.3% | -21.7% | -20.7% |
| 6M | -28.4% | -11.1% | -17.3% | -26.8% |
| YTD | -8.8% | -8.5% | -0.4% | -7.9% |
| 1Y | +0.3% | -2.1% | +2.4% | -0.3% |
| 3Y | +120.7% | +44.6% | +76.2% | +97.7% |
| All | +92.9% | +37.7% | +55.2% | +76.3% |
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 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