-0.4%
PL vs RBA
-2.0%
+1.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -6.9% |
| 7D | -11.7% | +12.7% | -24.4% | -14.6% |
| 30D | -27.1% | +15.5% | -42.7% | -30.2% |
| 3M | -44.6% | -14.0% | -30.5% | -40.8% |
| 6M | -67.2% | -8.8% | -58.4% | -66.4% |
| YTD | -35.9% | -6.9% | -28.9% | -41.8% |
| 1Y | -0.4% | -3.0% | +2.6% | -11.9% |
| All | -0.4% | -2.0% | +1.6% | -11.9% |
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