+169.5%
PR vs RBA
+256.9%
-87.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +2.9% | -2.9% | +5.8% | +3.8% |
| 30D | +18.0% | -12.3% | +30.3% | +22.5% |
| 3M | +16.9% | -20.5% | +37.4% | +24.1% |
| 6M | +28.2% | -18.5% | +46.8% | +34.6% |
| YTD | +69.3% | -18.2% | +87.6% | +76.7% |
| 1Y | +69.5% | -27.5% | +97.0% | +83.5% |
| 3Y | +81.7% | +38.1% | +43.6% | +57.8% |
| 5Y | +422.2% | +44.8% | +377.5% | +332.3% |
| 10Y | +110.4% | +187.1% | -76.8% | +39.7% |
| All | +169.5% | +256.9% | -87.4% | +76.1% |
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