+3,554.7%
RBA vs RVTY
+1,148.9%
+2,405.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -20.5% | +27.2% | -47.8% | -23.9% |
| 6M | -18.5% | +32.4% | -50.9% | -22.8% |
| YTD | -18.2% | +34.9% | -53.1% | -22.8% |
| 1Y | -27.5% | +52.4% | -79.9% | -33.1% |
| 3Y | +38.1% | +12.3% | +25.8% | +31.9% |
| 5Y | +44.8% | -30.8% | +75.6% | +48.2% |
| 10Y | +187.1% | +150.7% | +36.4% | +140.7% |
| All | +3,554.7% | +1,148.9% | +2,405.8% | +2,145.9% |
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