+33.7%
RBA vs RVTY
+12.6%
+21.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -12.3% | +13.2% | -25.5% | -14.4% |
| 3M | -20.5% | +27.2% | -47.8% | -24.4% |
| 6M | -18.5% | +32.4% | -50.9% | -23.4% |
| YTD | -18.2% | +34.9% | -53.1% | -23.3% |
| 1Y | -27.5% | +52.4% | -79.9% | -33.6% |
| All | +33.7% | +12.6% | +21.1% | +26.0% |
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