+17.5%
P vs RBA
-2.0%
+19.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.3% |
| 7D | -19.4% | +12.7% | -32.0% | -21.1% |
| 30D | -22.3% | +15.5% | -37.9% | -24.3% |
| 3M | +33.2% | -14.0% | +47.2% | +38.7% |
| 6M | +53.6% | -8.8% | +62.5% | +54.2% |
| YTD | +66.8% | -6.9% | +73.7% | +64.7% |
| 1Y | +17.5% | -3.0% | +20.5% | +14.9% |
| All | +17.5% | -2.0% | +19.5% | +14.9% |
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 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