+325.3%
IR vs RBA
+257.6%
+67.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +3.7% | +4.3% | -0.6% | +2.0% |
| 30D | +7.4% | +16.3% | -8.9% | +1.2% |
| 3M | -5.9% | +1.3% | -7.2% | -6.8% |
| 6M | +5.6% | -11.1% | +16.6% | +9.2% |
| YTD | +4.8% | -8.5% | +13.3% | +6.7% |
| 1Y | +6.9% | -2.1% | +9.1% | +6.0% |
| 3Y | +27.6% | +44.6% | -17.0% | +7.3% |
| 5Y | +45.8% | +36.8% | +9.0% | +22.3% |
| All | +325.3% | +257.6% | +67.6% | +126.8% |
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