+147.8%
PR vs RBA
+304.9%
-157.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.8% |
| 7D | -16.5% | +7.3% | -23.9% | -18.4% |
| 30D | -4.5% | +16.9% | -21.5% | -9.3% |
| 3M | +8.5% | -0.5% | +9.0% | +8.1% |
| 6M | -3.3% | -10.4% | +7.1% | -1.4% |
| YTD | +55.7% | -7.2% | +62.9% | +55.8% |
| 1Y | +82.0% | -2.2% | +84.3% | +78.7% |
| 3Y | +62.5% | +43.7% | +18.7% | +39.4% |
| 5Y | +223.9% | +38.7% | +185.2% | +173.4% |
| 10Y | +64.2% | +231.7% | -167.5% | +4.6% |
| All | +147.8% | +304.9% | -157.1% | +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