-35.2%
MOD vs RBA
-3.3%
-31.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | -25.5% | +4.3% | -29.8% | -26.1% |
| 30D | -49.0% | +16.3% | -65.3% | -50.7% |
| 3M | -49.8% | +1.3% | -51.1% | -49.6% |
| 6M | -64.8% | -11.1% | -53.7% | -63.5% |
| YTD | -27.6% | -8.5% | -19.2% | -32.5% |
| 1Y | -35.2% | -2.1% | -33.1% | -43.8% |
| All | -35.2% | -3.3% | -31.9% | -43.8% |
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