-18.8%
Q vs RBA
-12.4%
-6.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.0% | -7.4% |
| 7D | -10.3% | +7.3% | -17.6% | -8.6% |
| 30D | -17.7% | +16.9% | -34.6% | -14.2% |
| 3M | -18.8% | -0.5% | -18.3% | -17.7% |
| All | -18.8% | -12.4% | -6.4% | -17.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling