+2,593.6%
NDAQ vs RBA
+2,647.3%
-53.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.8% | +4.3% | -3.4% | -0.6% |
| 30D | +16.5% | +16.3% | +0.2% | +10.7% |
| 3M | +13.5% | +1.3% | +12.2% | +12.6% |
| 6M | +20.9% | -11.1% | +32.0% | +24.3% |
| YTD | +11.4% | -8.5% | +19.9% | +12.8% |
| 1Y | +25.9% | -2.1% | +28.0% | +24.5% |
| 3Y | +119.9% | +44.6% | +75.3% | +87.5% |
| 5Y | +61.7% | +36.8% | +24.9% | +35.9% |
| 10Y | +481.6% | +227.3% | +254.3% | +232.7% |
| All | +2,593.6% | +2,647.3% | -53.7% | +652.5% |
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 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