+12,041.5%
IDXX vs RBA
+3,433.9%
+8,607.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -4.3% | -3.3% | -1.0% | -3.5% |
| 30D | -13.7% | -9.8% | -3.9% | -11.4% |
| 3M | -9.1% | -23.5% | +14.4% | -3.0% |
| 6M | -15.4% | -21.5% | +6.1% | -10.4% |
| YTD | -25.1% | -21.2% | -4.0% | -21.0% |
| 1Y | -20.6% | -30.2% | +9.6% | -13.7% |
| 3Y | +8.7% | +25.3% | -16.6% | +0.8% |
| 5Y | -25.7% | +35.1% | -60.8% | -33.7% |
| 10Y | +360.6% | +191.9% | +168.7% | +232.0% |
| All | +12,041.5% | +3,433.9% | +8,607.6% | +5,740.6% |
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