+455.3%
PL vs RBA
+42.3%
+413.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.9% |
| 7D | -6.8% | +4.3% | -11.1% | -8.7% |
| 30D | -29.3% | +16.3% | -45.6% | -34.3% |
| 3M | -44.8% | +1.3% | -46.1% | -45.4% |
| 6M | -68.4% | -11.1% | -57.3% | -67.2% |
| YTD | -36.4% | -8.5% | -27.9% | -35.9% |
| 1Y | +0.7% | -2.1% | +2.8% | -1.9% |
| 3Y | +455.3% | +44.6% | +410.7% | +382.8% |
| All | +455.3% | +42.3% | +413.0% | +382.8% |
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