+3,435.3%
LOW vs RBA
+3,565.5%
-130.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | -7.0% | -12.3% | +5.3% | -3.6% |
| 3M | -0.9% | -20.5% | +19.7% | +5.4% |
| 6M | -20.1% | -18.5% | -1.5% | -15.8% |
| YTD | -13.9% | -18.2% | +4.3% | -9.7% |
| 1Y | -21.1% | -27.5% | +6.4% | -14.5% |
| 3Y | -6.6% | +38.1% | -44.7% | -17.5% |
| 5Y | +9.4% | +44.8% | -35.4% | -7.3% |
| 10Y | +220.5% | +187.1% | +33.4% | +115.7% |
| All | +3,435.3% | +3,565.5% | -130.2% | +1,020.3% |
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 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