+29.4%
NDAQ vs RBA
-2.0%
+31.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | +3.9% | +12.7% | -8.7% | +1.4% |
| 30D | +19.0% | +15.5% | +3.5% | +15.4% |
| 3M | +17.6% | -14.0% | +31.6% | +20.8% |
| 6M | +21.0% | -8.8% | +29.8% | +21.6% |
| YTD | +14.1% | -6.9% | +21.0% | +11.8% |
| 1Y | +29.4% | -3.0% | +32.4% | +25.5% |
| All | +29.4% | -2.0% | +31.4% | +25.5% |
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