+0.7%
PL vs RBA
-3.3%
+4.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.7% |
| 7D | -6.8% | +4.3% | -11.1% | -7.9% |
| 30D | -29.3% | +16.3% | -45.6% | -32.5% |
| 3M | -44.8% | +1.3% | -46.1% | -44.7% |
| 6M | -68.4% | -11.1% | -57.3% | -67.3% |
| YTD | -36.4% | -8.5% | -27.9% | -41.9% |
| 1Y | +0.7% | -2.1% | +2.8% | -12.2% |
| All | +0.7% | -3.3% | +4.0% | -12.2% |
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