+81.7%
M vs RBA
+3,565.6%
-3,483.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +4.7% | -2.9% | +7.7% | +5.8% |
| 30D | -9.6% | -12.3% | +2.7% | -5.7% |
| 3M | +0.9% | -20.5% | +21.4% | +8.4% |
| 6M | +22.3% | -18.5% | +40.8% | +30.2% |
| YTD | +6.5% | -18.2% | +24.8% | +12.8% |
| 1Y | +38.8% | -27.5% | +66.3% | +52.8% |
| 3Y | +115.9% | +38.1% | +77.8% | +89.8% |
| 5Y | +28.6% | +44.8% | -16.2% | +8.7% |
| 10Y | -2.5% | +187.1% | -189.7% | -37.1% |
| All | +81.7% | +3,565.6% | -3,483.9% | -32.0% |
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