+92.3%
M vs RBA
+4,058.7%
-3,966.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.5% | -5.8% |
| 7D | -2.1% | +7.3% | -9.5% | -4.5% |
| 30D | +7.7% | +16.9% | -9.2% | +2.0% |
| 3M | -4.4% | -0.5% | -3.9% | -4.4% |
| 6M | +27.5% | -10.4% | +37.9% | +31.6% |
| YTD | +12.8% | -7.2% | +20.0% | +14.3% |
| 1Y | +20.7% | -2.2% | +23.0% | +20.3% |
| 3Y | +111.3% | +43.7% | +67.6% | +83.2% |
| 5Y | -6.3% | +38.7% | -45.0% | -19.7% |
| 10Y | +1.5% | +231.7% | -230.2% | -37.6% |
| All | +92.3% | +4,058.7% | -3,966.4% | -31.1% |
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