+118.6%
M vs RBA
+36.9%
+81.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +4.7% | -2.9% | +7.7% | +6.0% |
| 30D | -9.6% | -12.3% | +2.7% | -4.8% |
| 3M | +0.9% | -20.5% | +21.4% | +10.1% |
| 6M | +22.3% | -18.5% | +40.8% | +31.9% |
| YTD | +6.5% | -18.2% | +24.8% | +13.6% |
| 1Y | +38.8% | -27.5% | +66.3% | +55.9% |
| All | +118.6% | +36.9% | +81.7% | +90.4% |
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 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