+57.4%
MAR vs RBA
-2.0%
+59.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.7% |
| 7D | +7.7% | +12.7% | -4.9% | +6.0% |
| 30D | +19.4% | +15.5% | +3.8% | +17.0% |
| 3M | +23.3% | -14.0% | +37.4% | +25.9% |
| 6M | +22.8% | -8.8% | +31.7% | +22.6% |
| YTD | +37.8% | -6.9% | +44.7% | +33.6% |
| 1Y | +57.4% | -3.0% | +60.3% | +49.6% |
| All | +57.4% | -2.0% | +59.4% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling