+69.5%
PR vs RBA
-26.5%
+96.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +2.9% | -2.9% | +5.8% | +3.0% |
| 30D | +18.0% | -12.3% | +30.3% | +18.5% |
| 3M | +16.9% | -20.5% | +37.4% | +17.7% |
| 6M | +28.2% | -18.5% | +46.8% | +29.0% |
| YTD | +69.3% | -18.2% | +87.6% | +70.9% |
| 1Y | +69.5% | -27.5% | +97.0% | +61.4% |
| All | +69.5% | -26.5% | +96.0% | +61.4% |
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 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