-39.6%
MOD vs RBA
-3.0%
-36.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -6.9% | -7.2% |
| 7D | -34.2% | +7.3% | -41.5% | -35.0% |
| 30D | -51.9% | +16.9% | -68.8% | -53.4% |
| 3M | -53.0% | -0.5% | -52.5% | -52.4% |
| 6M | -66.4% | -10.4% | -55.9% | -65.1% |
| YTD | -31.5% | -7.2% | -24.3% | -36.0% |
| 1Y | -39.6% | -2.2% | -37.3% | -46.7% |
| All | -39.6% | -3.0% | -36.5% | -46.7% |
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