+3,116.5%
MAR vs RBA
+3,539.1%
-422.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +4.3% | +4.3% | 0.0% | +3.0% |
| 30D | +16.8% | +16.3% | +0.5% | +11.5% |
| 3M | +16.0% | +1.3% | +14.7% | +15.1% |
| 6M | +16.5% | -11.1% | +27.5% | +19.0% |
| YTD | +35.0% | -8.5% | +43.5% | +36.3% |
| 1Y | +49.4% | -2.1% | +51.5% | +47.6% |
| 3Y | +124.1% | +44.6% | +79.5% | +94.6% |
| 5Y | +159.2% | +36.8% | +122.4% | +123.5% |
| 10Y | +553.9% | +227.3% | +326.6% | +318.0% |
| All | +3,116.5% | +3,539.1% | -422.6% | +1,260.5% |
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