+44.6%
RBA vs RVTY
+78.0%
-33.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.9% |
| 7D | +4.3% | -1.2% | +5.5% | +4.3% |
| 30D | +16.3% | +1.0% | +15.3% | +15.8% |
| 3M | +1.3% | +35.8% | -34.5% | -5.5% |
| 6M | -11.1% | +56.7% | -67.8% | -20.0% |
| YTD | -8.5% | +60.7% | -69.2% | -18.4% |
| 1Y | -2.1% | +73.7% | -75.8% | -14.1% |
| 3Y | +44.6% | +82.8% | -38.2% | +24.3% |
| All | +44.6% | +78.0% | -33.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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