+1,345.8%
RBA vs VO
+827.2%
+518.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -2.9% | -0.3% | -2.7% | -2.7% |
| 30D | -12.3% | -0.3% | -12.0% | -12.1% |
| 3M | -20.5% | +2.9% | -23.5% | -22.1% |
| 6M | -18.5% | +9.3% | -27.9% | -23.3% |
| YTD | -18.2% | +14.2% | -32.4% | -25.2% |
| 1Y | -27.5% | +15.3% | -42.8% | -34.0% |
| 3Y | +38.1% | +56.2% | -18.2% | +2.2% |
| 5Y | +44.8% | +42.4% | +2.4% | +13.0% |
| 10Y | +187.1% | +194.7% | -7.6% | +36.7% |
| All | +1,345.8% | +827.2% | +518.6% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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