+2,296.8%
RBA vs SNY
+242.6%
+2,054.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.9% | -3.6% | +1.7% | -0.9% |
| 30D | -13.0% | -1.4% | -11.5% | -12.6% |
| 3M | -23.1% | -4.2% | -18.9% | -22.3% |
| 6M | -22.6% | +2.0% | -24.6% | -23.2% |
| YTD | -20.4% | -6.7% | -13.7% | -19.1% |
| 1Y | -29.6% | -4.7% | -24.9% | -29.0% |
| 3Y | +26.6% | -8.1% | +34.7% | +25.9% |
| 5Y | +38.2% | +8.2% | +30.0% | +29.3% |
| 10Y | +194.7% | +64.8% | +129.9% | +139.7% |
| All | +2,296.8% | +242.6% | +2,054.2% | +1,491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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