+96.2%
QQQ vs RBA
+29.1%
+67.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +1.5% | -1.1% | +2.6% | +1.8% |
| 30D | -0.6% | -13.2% | +12.6% | +2.6% |
| 3M | +0.4% | -21.4% | +21.8% | +5.4% |
| 6M | +20.1% | -20.9% | +40.9% | +25.6% |
| YTD | +17.2% | -19.9% | +37.1% | +21.6% |
| 1Y | +24.7% | -28.7% | +53.4% | +33.6% |
| 3Y | +96.2% | +27.4% | +68.8% | +85.6% |
| All | +96.2% | +29.1% | +67.1% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling