+1,027.2%
MKTX vs RBA
+1,189.9%
-162.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | +1.1% | -12.3% | +13.4% | +5.1% |
| 3M | +36.1% | -20.5% | +56.6% | +44.4% |
| 6M | -12.9% | -18.5% | +5.7% | -8.6% |
| YTD | -8.5% | -18.2% | +9.7% | -4.8% |
| 1Y | -7.5% | -27.5% | +20.0% | -0.1% |
| 3Y | -28.3% | +38.1% | -66.4% | -39.3% |
| 5Y | -63.3% | +44.8% | -108.1% | -70.6% |
| 10Y | +4.5% | +187.1% | -182.6% | -39.5% |
| All | +1,027.2% | +1,189.9% | -162.7% | +283.0% |
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