-17.1%
IT vs RBA
-5.6%
-11.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -3.7% | -0.5% | -3.1% | -3.5% |
| 30D | -3.1% | +6.8% | -10.0% | -5.3% |
| 3M | +6.3% | +9.5% | -3.1% | +2.9% |
| 6M | +24.8% | -8.2% | +33.0% | +24.3% |
| YTD | -24.4% | -7.7% | -16.6% | -24.2% |
| 1Y | -17.1% | -6.9% | -10.2% | -17.4% |
| All | -17.1% | -5.6% | -11.5% | -17.4% |
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