+83.0%
PL vs RBA
+45.1%
+37.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.3% | -2.9% | -6.4% | -8.1% |
| 30D | -18.9% | -12.3% | -6.6% | -14.5% |
| 3M | -58.4% | -20.5% | -37.8% | -54.7% |
| 6M | -30.3% | -18.5% | -11.8% | -25.1% |
| YTD | -8.1% | -18.2% | +10.1% | -2.0% |
| 1Y | +180.5% | -27.5% | +208.0% | +216.7% |
| 3Y | +444.1% | +38.1% | +406.1% | +371.5% |
| 5Y | +83.0% | +44.8% | +38.2% | +55.3% |
| All | +83.0% | +45.1% | +37.9% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling