+13,507.3%
GOOGL vs RBA
+1,239.5%
+12,267.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -6.6% | -12.3% | +5.7% | -3.4% |
| 3M | -8.9% | -20.5% | +11.6% | -3.6% |
| 6M | +11.9% | -18.5% | +30.4% | +17.5% |
| YTD | +8.3% | -18.2% | +26.6% | +13.1% |
| 1Y | +46.2% | -27.5% | +73.7% | +57.2% |
| 3Y | +151.9% | +38.1% | +113.8% | +123.9% |
| 5Y | +137.7% | +44.8% | +92.9% | +103.6% |
| 10Y | +757.6% | +187.1% | +570.4% | +487.5% |
| All | +13,507.3% | +1,239.5% | +12,267.8% | +6,658.0% |
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 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