+77.5%
QQQ vs RBA
+45.7%
+31.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | -6.7% | +8.3% | -15.1% | -8.7% |
| 3M | -7.0% | +10.5% | -17.6% | -9.7% |
| 6M | -4.7% | -5.9% | +1.2% | -4.1% |
| YTD | +11.1% | -6.9% | +17.9% | +11.4% |
| 1Y | +12.3% | -4.9% | +17.1% | +11.9% |
| 3Y | +83.3% | +64.5% | +18.9% | +55.5% |
| All | +77.5% | +45.7% | +31.8% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling