+14.5%
NET vs RBA
-2.0%
+16.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.6% | -3.0% |
| 7D | -16.4% | +12.7% | -29.0% | -18.5% |
| 30D | -25.8% | +15.5% | -41.4% | -28.2% |
| 3M | -11.5% | -14.0% | +2.5% | -8.4% |
| 6M | +18.9% | -8.8% | +27.7% | +20.1% |
| YTD | +35.2% | -6.9% | +42.1% | +30.7% |
| 1Y | +14.5% | -3.0% | +17.4% | +7.4% |
| All | +14.5% | -2.0% | +16.4% | +7.4% |
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