+2.8%
RDW vs RBA
+41.8%
-39.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +3.6% | -1.9% | +5.5% | +4.5% |
| 30D | -18.4% | -13.0% | -5.5% | -13.2% |
| 3M | -32.1% | -23.1% | -9.0% | -24.8% |
| 6M | +10.9% | -22.6% | +33.5% | +22.3% |
| YTD | +40.8% | -20.4% | +61.2% | +54.3% |
| 1Y | +31.1% | -29.6% | +60.7% | +52.2% |
| 3Y | +245.2% | +26.6% | +218.6% | +227.1% |
| 5Y | -16.7% | +38.2% | -54.9% | -23.2% |
| All | +2.8% | +41.8% | -39.1% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling