+3,934.9%
LOW vs RBA
+4,118.8%
-184.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.7% | +3.2% | +5.5% | +7.7% |
| 30D | +25.5% | +12.0% | +13.4% | +21.4% |
| 3M | +6.6% | +2.9% | +3.7% | +5.5% |
| 6M | +2.4% | -6.3% | +8.7% | +3.6% |
| YTD | -1.7% | -5.9% | +4.1% | -1.2% |
| 1Y | +1.7% | -3.9% | +5.6% | +1.6% |
| 3Y | +26.6% | +64.9% | -38.3% | +6.5% |
| 5Y | +10.1% | +48.5% | -38.3% | -7.0% |
| 10Y | +303.3% | +211.8% | +91.5% | +164.5% |
| All | +3,934.9% | +4,118.8% | -184.0% | +1,126.4% |
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 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