+1,045.3%
MKTX vs RBA
+1,369.2%
-323.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +0.9% | +8.3% | -7.4% | -1.8% |
| 3M | +2.6% | +10.5% | -8.0% | -1.0% |
| 6M | +20.4% | -5.9% | +26.3% | +20.6% |
| YTD | -7.1% | -6.9% | -0.2% | -7.5% |
| 1Y | -2.8% | -4.9% | +2.1% | -3.9% |
| 3Y | -21.7% | +64.5% | -86.2% | -37.4% |
| 5Y | -54.5% | +46.1% | -100.6% | -63.4% |
| 10Y | +13.0% | +208.2% | -195.3% | -35.8% |
| All | +1,045.3% | +1,369.2% | -323.9% | +272.3% |
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