-11.8%
MKTX vs RBA
-27.6%
+15.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.7% | -2.9% | +3.7% | +0.4% |
| 3M | +40.8% | -20.9% | +61.7% | +35.8% |
| 6M | -8.0% | -17.7% | +9.7% | -11.4% |
| YTD | -8.7% | -18.2% | +9.4% | -12.9% |
| 1Y | -11.8% | -29.1% | +17.3% | -18.1% |
| All | -11.8% | -27.6% | +15.8% | -18.1% |
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