+45.4%
ON vs RBA
-28.4%
+73.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.9% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -12.4% | -13.2% | +0.8% | -9.1% |
| 3M | -41.2% | -21.4% | -19.8% | -37.4% |
| 6M | +25.0% | -20.9% | +45.9% | +32.1% |
| YTD | +31.3% | -19.9% | +51.1% | +37.5% |
| 1Y | +45.4% | -28.7% | +74.1% | +57.1% |
| All | +45.4% | -28.4% | +73.8% | +57.1% |
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