-69.4%
PL vs RBA
-11.8%
-57.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -10.1% |
| 7D | -20.5% | +7.3% | -27.9% | -20.6% |
| 30D | -38.8% | +16.9% | -55.7% | -39.0% |
| 3M | -49.1% | -0.5% | -48.6% | -48.3% |
| 6M | -69.4% | -10.4% | -59.0% | -69.4% |
| All | -69.4% | -11.8% | -57.6% | -69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling