+190.3%
NYT vs RBA
+3,468.6%
-3,278.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | +2.8% | -13.0% | +15.7% | +6.4% |
| 3M | -9.2% | -23.1% | +13.9% | -3.0% |
| 6M | -17.1% | -22.6% | +5.5% | -11.8% |
| YTD | -3.2% | -20.4% | +17.1% | +1.7% |
| 1Y | +15.7% | -29.6% | +45.3% | +25.4% |
| 3Y | +55.7% | +26.6% | +29.2% | +42.5% |
| 5Y | +39.4% | +38.2% | +1.2% | +21.2% |
| 10Y | +485.6% | +194.7% | +290.8% | +289.8% |
| All | +190.3% | +3,468.6% | -3,278.3% | +26.9% |
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