+163.8%
ON vs RBA
+3,678.3%
-3,514.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -11.7% | +4.3% | -15.9% | -13.4% |
| 30D | -23.3% | +16.3% | -39.6% | -28.7% |
| 3M | -19.2% | +1.3% | -20.5% | -20.3% |
| 6M | -40.1% | -11.1% | -29.1% | -37.9% |
| YTD | +16.9% | -8.5% | +25.4% | +18.8% |
| 1Y | +29.7% | -2.1% | +31.9% | +27.7% |
| 3Y | -4.4% | +44.6% | -49.0% | -22.1% |
| 5Y | +7.1% | +36.8% | -29.8% | -13.3% |
| 10Y | +447.2% | +227.3% | +219.9% | +191.0% |
| All | +163.8% | +3,678.3% | -3,514.5% | -39.9% |
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