+15.0%
NYT vs RBA
-26.5%
+41.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | +2.7% | -12.3% | +15.0% | +5.8% |
| 3M | -10.3% | -20.5% | +10.2% | -4.4% |
| 6M | -16.6% | -18.5% | +2.0% | -11.2% |
| YTD | -2.3% | -18.2% | +16.0% | +2.0% |
| 1Y | +15.0% | -27.5% | +42.5% | +20.6% |
| All | +15.0% | -26.5% | +41.6% | +20.6% |
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