-28.0%
MOD vs RBA
-5.6%
-22.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | +16.1% | -0.5% | +16.6% | +16.1% |
| 30D | -38.5% | +6.8% | -45.4% | -39.1% |
| 3M | -46.8% | +9.5% | -56.3% | -47.6% |
| 6M | -61.6% | -8.2% | -53.4% | -60.6% |
| YTD | -20.5% | -7.7% | -12.8% | -26.4% |
| 1Y | -28.0% | -6.9% | -21.1% | -33.5% |
| All | -28.0% | -5.6% | -22.5% | -33.5% |
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