+25.7%
Q vs RBA
-3.3%
+29.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.7% |
| 7D | +0.3% | +4.3% | -4.0% | -1.1% |
| 30D | -9.8% | +16.3% | -26.1% | -14.9% |
| 3M | -12.2% | +1.3% | -13.5% | -12.1% |
| 6M | -21.6% | -11.1% | -10.6% | -17.9% |
| YTD | +43.6% | -8.5% | +52.0% | +40.3% |
| 1Y | +25.7% | -2.1% | +27.8% | +17.8% |
| All | +25.7% | -3.3% | +29.0% | +17.8% |
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