+18.9%
RF vs RBA
-4.5%
+23.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | +4.6% | +9.0% | -4.3% | +2.2% |
| 3M | -8.4% | +7.2% | -15.6% | -10.2% |
| 6M | +8.9% | -7.8% | +16.6% | +9.4% |
| YTD | +8.8% | -6.4% | +15.2% | +4.1% |
| 1Y | +18.9% | -4.2% | +23.1% | +11.6% |
| All | +18.9% | -4.5% | +23.4% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling