+202.5%
RBA vs INVH
+79.7%
+122.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.1% | -3.1% | +2.1% | +0.2% |
| 30D | -13.2% | -7.1% | -6.1% | -10.7% |
| 3M | -21.4% | -3.0% | -18.4% | -20.5% |
| 6M | -20.9% | +10.1% | -31.0% | -24.0% |
| YTD | -19.9% | +3.8% | -23.7% | -21.4% |
| 1Y | -28.7% | -2.1% | -26.6% | -28.5% |
| 3Y | +27.4% | -7.0% | +34.4% | +28.8% |
| 5Y | +41.7% | -20.6% | +62.3% | +50.5% |
| All | +202.5% | +79.7% | +122.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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