-3.5%
IR vs RBA
-26.5%
+23.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -2.8% | -2.9% | +0.1% | -1.9% |
| 30D | -15.1% | -12.3% | -2.8% | -11.3% |
| 3M | +6.1% | -20.5% | +26.6% | +13.6% |
| 6M | -16.8% | -18.5% | +1.7% | -11.9% |
| YTD | -3.5% | -18.2% | +14.7% | +1.4% |
| 1Y | -3.5% | -27.5% | +24.0% | +2.6% |
| All | -3.5% | -26.5% | +23.1% | +2.6% |
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 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