+69.9%
PR vs RBA
+44.2%
+25.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.8% |
| 7D | -16.5% | +7.3% | -23.9% | -17.9% |
| 30D | -4.5% | +16.9% | -21.5% | -8.0% |
| 3M | +8.5% | -0.5% | +9.0% | +8.5% |
| 6M | -3.3% | -10.4% | +7.1% | -1.7% |
| YTD | +55.7% | -7.2% | +62.9% | +55.2% |
| 1Y | +82.0% | -2.2% | +84.3% | +77.7% |
| All | +69.9% | +44.2% | +25.7% | +54.9% |
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