+3,991.3%
RBA vs RVTY
+1,388.3%
+2,603.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.8% |
| 7D | +4.3% | -1.2% | +5.5% | +4.3% |
| 30D | +16.3% | +1.0% | +15.3% | +15.9% |
| 3M | +1.3% | +35.8% | -34.5% | -4.2% |
| 6M | -11.1% | +56.7% | -67.8% | -18.1% |
| YTD | -8.5% | +60.7% | -69.2% | -16.3% |
| 1Y | -2.1% | +73.7% | -75.8% | -11.8% |
| 3Y | +44.6% | +82.8% | -38.2% | +27.4% |
| 5Y | +36.8% | -7.0% | +43.9% | +33.0% |
| 10Y | +227.3% | +212.3% | +15.0% | +164.0% |
| All | +3,991.3% | +1,388.3% | +2,603.0% | +2,332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling