+2,391.5%
O vs RBA
+4,003.4%
-1,612.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | +3.7% | +4.3% | -0.6% | +2.7% |
| 30D | +11.2% | +16.3% | -5.1% | +7.4% |
| 3M | -4.0% | +1.3% | -5.3% | -4.5% |
| 6M | -5.2% | -11.1% | +5.8% | -3.4% |
| YTD | +9.5% | -8.5% | +17.9% | +10.2% |
| 1Y | +10.6% | -2.1% | +12.7% | +9.5% |
| 3Y | +38.1% | +44.6% | -6.4% | +22.8% |
| 5Y | +10.2% | +36.8% | -26.6% | -2.8% |
| 10Y | +71.4% | +227.3% | -155.9% | +18.6% |
| All | +2,391.5% | +4,003.4% | -1,612.0% | +1,182.8% |
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