+3,121.8%
MAR vs RBA
+3,626.7%
-504.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | +14.0% | +11.6% | +2.4% | +10.2% |
| 3M | +18.1% | +1.5% | +16.6% | +17.1% |
| 6M | +18.6% | -6.6% | +25.2% | +19.4% |
| YTD | +35.3% | -6.3% | +41.5% | +35.5% |
| 1Y | +44.5% | -4.0% | +48.4% | +43.6% |
| 3Y | +120.7% | +47.3% | +73.4% | +90.6% |
| 5Y | +164.1% | +47.7% | +116.4% | +122.7% |
| 10Y | +515.5% | +224.7% | +290.8% | +294.2% |
| All | +3,121.8% | +3,626.7% | -504.8% | +1,253.0% |
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