+25.9%
NDAQ vs RBA
-3.3%
+29.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.8% | +4.3% | -3.4% | 0.0% |
| 30D | +16.5% | +16.3% | +0.2% | +12.9% |
| 3M | +13.5% | +1.3% | +12.2% | +12.9% |
| 6M | +20.9% | -11.1% | +32.0% | +22.3% |
| YTD | +11.4% | -8.5% | +19.9% | +9.4% |
| 1Y | +25.9% | -2.1% | +28.0% | +21.2% |
| All | +25.9% | -3.3% | +29.2% | +21.2% |
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