-27.5%
RBA vs CASY
+51.2%
-78.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -12.3% | -11.3% | -1.0% | -12.6% |
| 3M | -20.5% | -0.6% | -19.9% | -21.1% |
| 6M | -18.5% | +10.7% | -29.3% | -19.9% |
| YTD | -18.2% | +37.1% | -55.4% | -22.1% |
| 1Y | -27.5% | +52.3% | -79.8% | -34.3% |
| All | -27.5% | +51.2% | -78.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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