-40.3%
NOW vs RBA
-4.5%
-35.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | -5.6% | +0.6% | -6.2% | -5.6% |
| 30D | -26.8% | +9.0% | -35.7% | -27.4% |
| 3M | -19.4% | +7.2% | -26.6% | -20.1% |
| 6M | +12.3% | -7.8% | +20.1% | +14.0% |
| YTD | -32.9% | -6.4% | -26.6% | -34.9% |
| 1Y | -40.3% | -4.2% | -36.1% | -42.6% |
| All | -40.3% | -4.5% | -35.8% | -42.6% |
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 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