+27.6%
IR vs RBA
+42.3%
-14.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +3.7% | +4.3% | -0.6% | +2.1% |
| 30D | +7.4% | +16.3% | -8.9% | +1.7% |
| 3M | -5.9% | +1.3% | -7.2% | -6.6% |
| 6M | +5.6% | -11.1% | +16.6% | +9.1% |
| YTD | +4.8% | -8.5% | +13.3% | +6.6% |
| 1Y | +6.9% | -2.1% | +9.1% | +6.1% |
| 3Y | +27.6% | +44.6% | -17.0% | +17.9% |
| All | +27.6% | +42.3% | -14.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling