+209.9%
ON vs RBA
+3,275.1%
-3,065.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | -2.9% | +5.4% | +3.8% |
| 30D | -3.3% | -12.3% | +9.0% | +2.1% |
| 3M | -43.6% | -20.5% | -23.0% | -38.1% |
| 6M | +19.0% | -18.5% | +37.5% | +28.9% |
| YTD | +37.4% | -18.2% | +55.6% | +47.4% |
| 1Y | +54.8% | -27.5% | +82.3% | +74.6% |
| 3Y | -25.2% | +38.1% | -63.2% | -37.7% |
| 5Y | +62.7% | +44.8% | +17.9% | +28.5% |
| 10Y | +574.3% | +187.1% | +387.2% | +281.5% |
| All | +209.9% | +3,275.1% | -3,065.2% | -25.5% |
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