+147.7%
P vs RBA
+36.9%
+110.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | -2.9% | +9.5% | +7.5% |
| 30D | +18.8% | -12.3% | +31.1% | +23.1% |
| 3M | +26.7% | -20.5% | +47.3% | +34.0% |
| 6M | +62.2% | -18.5% | +80.7% | +69.5% |
| YTD | +48.5% | -18.2% | +66.7% | +55.1% |
| 1Y | +26.4% | -27.5% | +53.9% | +37.6% |
| All | +147.7% | +36.9% | +110.8% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling