+96.9%
PSX vs RBA
-2.0%
+98.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.4% |
| 7D | -5.2% | +12.7% | -17.8% | -4.8% |
| 30D | -3.7% | +15.5% | -19.3% | -3.4% |
| 3M | +26.8% | -14.0% | +40.8% | +26.5% |
| 6M | +47.3% | -8.8% | +56.1% | +46.7% |
| YTD | +105.4% | -6.9% | +112.3% | +103.9% |
| 1Y | +96.9% | -3.0% | +99.9% | +93.0% |
| All | +96.9% | -2.0% | +98.9% | +93.0% |
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