+3,807.5%
LOW vs RBA
+4,003.4%
-195.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +7.4% | +4.3% | +3.1% | +6.2% |
| 30D | +24.5% | +16.3% | +8.2% | +19.1% |
| 3M | +3.5% | +1.3% | +2.2% | +2.9% |
| 6M | -2.6% | -11.1% | +8.5% | +0.1% |
| YTD | -4.8% | -8.5% | +3.6% | -3.5% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.5% |
| 3Y | +22.8% | +44.6% | -21.7% | +7.1% |
| 5Y | +5.3% | +36.8% | -31.5% | -9.0% |
| 10Y | +309.5% | +227.3% | +82.2% | +165.2% |
| All | +3,807.5% | +4,003.4% | -195.9% | +1,097.2% |
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