+11,697.7%
GOOGL vs RBA
+1,434.0%
+10,263.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -16.8% | +9.0% | -25.8% | -18.9% |
| 3M | -14.6% | +7.2% | -21.7% | -16.6% |
| 6M | -24.4% | -7.8% | -16.6% | -23.4% |
| YTD | -6.1% | -6.4% | +0.3% | -5.7% |
| 1Y | +1.0% | -4.2% | +5.2% | +0.6% |
| 3Y | +123.4% | +64.1% | +59.4% | +89.6% |
| 5Y | +103.2% | +48.4% | +54.8% | +72.9% |
| 10Y | +667.7% | +209.9% | +457.8% | +414.1% |
| All | +11,697.7% | +1,434.0% | +10,263.7% | +5,530.3% |
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 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