+319.4%
IR vs RBA
+262.4%
+57.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | +2.3% | +7.3% | -5.0% | -0.5% |
| 30D | +3.3% | +16.9% | -13.6% | -2.9% |
| 3M | -9.0% | -0.5% | -8.5% | -9.3% |
| 6M | +8.0% | -10.4% | +18.4% | +11.5% |
| YTD | +3.4% | -7.2% | +10.6% | +4.8% |
| 1Y | +4.5% | -2.2% | +6.8% | +3.7% |
| 3Y | +25.6% | +43.7% | -18.1% | +5.9% |
| 5Y | +43.8% | +38.7% | +5.1% | +20.1% |
| All | +319.4% | +262.4% | +57.0% | +122.6% |
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