+48.4%
MAR vs RBA
-5.8%
+54.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +13.8% | +8.3% | +5.5% | +12.6% |
| 3M | +20.3% | +10.5% | +9.7% | +18.6% |
| 6M | +21.3% | -5.9% | +27.2% | +19.6% |
| YTD | +37.2% | -6.9% | +44.1% | +32.9% |
| 1Y | +48.4% | -4.9% | +53.3% | +42.1% |
| All | +48.4% | -5.8% | +54.3% | +42.1% |
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 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