+26.4%
RIO vs RBA
-3.8%
+30.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +3.6% | +3.2% | +0.4% | +3.4% |
| 30D | -10.8% | +12.0% | -22.8% | -11.3% |
| 3M | -15.2% | +2.9% | -18.1% | -15.2% |
| 6M | -18.0% | -6.3% | -11.8% | -18.5% |
| YTD | +11.0% | -5.9% | +16.9% | +7.3% |
| 1Y | +26.4% | -3.9% | +30.2% | +21.1% |
| All | +26.4% | -3.8% | +30.2% | +21.1% |
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