+136.8%
GOOGL vs RBA
+45.3%
+91.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.6% |
| 30D | -6.6% | -12.3% | +5.7% | -3.9% |
| 3M | -8.9% | -20.5% | +11.6% | -4.4% |
| 6M | +11.9% | -18.5% | +30.4% | +16.6% |
| YTD | +8.3% | -18.2% | +26.6% | +12.4% |
| 1Y | +46.2% | -27.5% | +73.7% | +55.7% |
| 3Y | +151.9% | +38.1% | +113.8% | +128.1% |
| All | +136.8% | +45.3% | +91.6% | +103.0% |
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