-24.7%
LOW vs RBA
-29.1%
+4.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | -9.3% | -13.0% | +3.7% | -6.1% |
| 3M | -8.1% | -23.1% | +15.0% | -2.3% |
| 6M | -19.8% | -22.6% | +2.8% | -15.4% |
| YTD | -16.4% | -20.4% | +4.0% | -13.8% |
| 1Y | -24.7% | -29.6% | +4.9% | -20.3% |
| All | -24.7% | -29.1% | +4.4% | -20.3% |
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