+3.9%
P vs RBA
-3.3%
+7.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.7% |
| 7D | -23.8% | +4.3% | -28.1% | -24.3% |
| 30D | -36.6% | +16.3% | -52.9% | -38.4% |
| 3M | +10.9% | +1.3% | +9.6% | +10.5% |
| 6M | +30.0% | -11.1% | +41.1% | +31.3% |
| YTD | +44.4% | -8.5% | +52.8% | +42.8% |
| 1Y | +3.9% | -2.1% | +6.1% | +2.0% |
| All | +3.9% | -3.3% | +7.2% | +2.0% |
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