-60.3%
MKTX vs RBA
+36.6%
-96.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.3% |
| 30D | +0.8% | -9.8% | +10.6% | +2.1% |
| 3M | +41.1% | -23.5% | +64.6% | +44.8% |
| 6M | -9.5% | -21.5% | +12.0% | -7.7% |
| YTD | -8.7% | -21.2% | +12.5% | -7.3% |
| 1Y | -10.0% | -30.2% | +20.2% | -6.6% |
| 3Y | -24.6% | +25.3% | -49.9% | -31.2% |
| 5Y | -60.3% | +35.1% | -95.4% | -66.4% |
| All | -60.3% | +36.6% | -96.9% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling