+47.6%
ON vs RBA
-2.0%
+49.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -3.9% | -2.4% |
| 7D | -5.8% | +12.7% | -18.5% | -8.8% |
| 30D | -17.1% | +15.5% | -32.6% | -20.4% |
| 3M | -11.8% | -14.0% | +2.2% | -7.3% |
| 6M | -30.2% | -8.8% | -21.4% | -28.1% |
| YTD | +31.6% | -6.9% | +38.5% | +30.4% |
| 1Y | +47.6% | -3.0% | +50.5% | +45.0% |
| All | +47.6% | -2.0% | +49.5% | +45.0% |
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