+12.3%
QQQ vs RBA
-2.0%
+14.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -4.6% | +12.7% | -17.3% | -6.0% |
| 30D | -8.5% | +15.5% | -24.0% | -10.1% |
| 3M | -4.3% | -14.0% | +9.7% | -1.6% |
| 6M | +3.1% | -8.8% | +11.9% | +4.2% |
| YTD | +13.0% | -6.9% | +19.9% | +12.4% |
| 1Y | +12.3% | -3.0% | +15.2% | +10.6% |
| All | +12.3% | -2.0% | +14.3% | +10.6% |
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