+1,121.2%
NI vs RBA
+3,565.6%
-2,444.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +2.0% | -2.9% | +4.9% | +2.5% |
| 30D | -3.5% | -12.3% | +8.8% | -1.6% |
| 3M | -9.1% | -20.5% | +11.4% | -6.0% |
| 6M | -11.8% | -18.5% | +6.7% | -9.3% |
| YTD | +1.1% | -18.2% | +19.3% | +3.7% |
| 1Y | +6.7% | -27.5% | +34.2% | +11.5% |
| 3Y | +71.1% | +38.1% | +33.0% | +59.3% |
| 5Y | +94.3% | +44.8% | +49.5% | +77.2% |
| 10Y | +135.8% | +187.1% | -51.4% | +87.4% |
| All | +1,121.2% | +3,565.6% | -2,444.3% | +700.5% |
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