-32.6%
MOD vs RBA
-2.0%
-30.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.1% | -23.5% | -21.7% |
| 7D | -31.3% | +12.7% | -44.0% | -32.8% |
| 30D | -46.1% | +15.5% | -61.7% | -47.6% |
| 3M | -51.1% | -14.0% | -37.1% | -48.2% |
| 6M | -62.1% | -8.8% | -53.2% | -60.9% |
| YTD | -26.2% | -6.9% | -19.3% | -30.4% |
| 1Y | -32.6% | -3.0% | -29.6% | -39.0% |
| All | -32.6% | -2.0% | -30.6% | -39.0% |
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 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