+9.1%
IR vs RBA
-2.0%
+11.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | +11.6% | +12.7% | -1.1% | +7.4% |
| 30D | +7.2% | +15.5% | -8.4% | +2.1% |
| 3M | -5.9% | -14.0% | +8.2% | -1.0% |
| 6M | +11.5% | -8.8% | +20.3% | +13.9% |
| YTD | +6.3% | -6.9% | +13.3% | +5.2% |
| 1Y | +9.1% | -3.0% | +12.1% | +6.2% |
| All | +9.1% | -2.0% | +11.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling