-6.1%
RDW vs RBA
+39.4%
-45.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -4.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.6% |
| 30D | -21.3% | -2.9% | -18.3% | -20.3% |
| 3M | -37.9% | -20.9% | -16.9% | -31.7% |
| 6M | +12.3% | -17.7% | +29.9% | +20.6% |
| YTD | +39.7% | -18.2% | +57.9% | +51.9% |
| 1Y | +25.7% | -29.1% | +54.8% | +47.4% |
| 3Y | +230.8% | +29.5% | +201.3% | +204.3% |
| All | -6.1% | +39.4% | -45.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling