-51.6%
IT vs RBA
+42.3%
-93.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -16.9% | +4.3% | -21.2% | -17.9% |
| 30D | +2.3% | +16.3% | -14.0% | -2.2% |
| 3M | +2.9% | +1.3% | +1.5% | +2.1% |
| 6M | +25.9% | -11.1% | +36.9% | +28.4% |
| YTD | -24.6% | -8.5% | -16.2% | -24.0% |
| 1Y | -16.0% | -2.1% | -13.9% | -17.1% |
| 3Y | -51.6% | +44.6% | -96.1% | -55.4% |
| All | -51.6% | +42.3% | -93.9% | -55.4% |
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 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