-53.6%
IT vs RBA
+63.1%
-116.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | +1.1% | +1.7% | -0.7% | +0.5% |
| 30D | -1.8% | +8.3% | -10.2% | -4.5% |
| 3M | +4.8% | +10.5% | -5.7% | +1.2% |
| 6M | +33.0% | -5.9% | +38.9% | +33.4% |
| YTD | -23.8% | -6.9% | -17.0% | -23.6% |
| 1Y | -16.5% | -4.9% | -11.7% | -17.0% |
| 3Y | -53.6% | +64.5% | -118.1% | -60.6% |
| All | -53.6% | +63.1% | -116.8% | -60.6% |
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 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