+3,991.3%
RBA vs CASY
+5,707.6%
-1,716.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +16.3% | +8.7% | +7.6% | +14.8% |
| 3M | +1.3% | -17.3% | +18.6% | +3.9% |
| 6M | -11.1% | -19.7% | +8.7% | -8.9% |
| YTD | -8.5% | +24.8% | -33.3% | -13.0% |
| 1Y | -2.1% | +31.9% | -34.0% | -7.9% |
| 3Y | +44.6% | +155.4% | -110.8% | +21.1% |
| 5Y | +36.8% | +250.6% | -213.7% | +8.0% |
| 10Y | +227.3% | +556.8% | -329.5% | +130.2% |
| All | +3,991.3% | +5,707.6% | -1,716.3% | +2,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling