+298.6%
MOD vs RBA
+4,072.3%
-3,773.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.1% | -23.5% | -22.3% |
| 7D | -31.3% | +12.7% | -44.0% | -34.9% |
| 30D | -46.1% | +15.5% | -61.7% | -49.7% |
| 3M | -51.1% | -14.0% | -37.1% | -48.9% |
| 6M | -62.1% | -8.8% | -53.2% | -61.4% |
| YTD | -26.2% | -6.9% | -19.3% | -26.2% |
| 1Y | -32.6% | -3.0% | -29.6% | -33.6% |
| 3Y | +133.8% | +44.2% | +89.6% | +93.7% |
| 5Y | +792.8% | +50.6% | +742.2% | +604.5% |
| 10Y | +959.8% | +232.8% | +727.0% | +490.9% |
| All | +298.6% | +4,072.3% | -3,773.7% | +27.3% |
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