+1,253.0%
NI vs RBA
+4,097.8%
-2,844.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +11.2% | +9.0% | +2.3% | +9.6% |
| 3M | +9.2% | +7.2% | +2.0% | +7.7% |
| 6M | -1.8% | -7.8% | +5.9% | -1.0% |
| YTD | +12.0% | -6.4% | +18.4% | +12.2% |
| 1Y | +6.4% | -4.2% | +10.6% | +6.2% |
| 3Y | +99.4% | +64.1% | +35.3% | +80.6% |
| 5Y | +113.1% | +48.4% | +64.7% | +93.6% |
| 10Y | +192.3% | +209.9% | -17.6% | +129.1% |
| All | +1,253.0% | +4,097.8% | -2,844.8% | +766.6% |
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