+64.9%
RBA vs CASY
+156.4%
-91.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +3.2% | +5.0% | -1.8% | +2.7% |
| 30D | +12.0% | +8.2% | +3.8% | +11.0% |
| 3M | +2.9% | -18.2% | +21.1% | +5.4% |
| 6M | -6.3% | -18.6% | +12.3% | -4.0% |
| YTD | -5.9% | +26.8% | -32.7% | -13.3% |
| 1Y | -3.9% | +31.6% | -35.5% | -12.4% |
| 3Y | +64.9% | +156.5% | -91.6% | +23.7% |
| All | +64.9% | +156.4% | -91.5% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling