+213.4%
RL vs RBA
+36.9%
+176.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.2% |
| 30D | -7.8% | -12.3% | +4.5% | -3.8% |
| 3M | -4.0% | -20.5% | +16.5% | +2.6% |
| 6M | -1.9% | -18.5% | +16.7% | +3.6% |
| YTD | -0.2% | -18.2% | +18.1% | +4.2% |
| 1Y | +10.7% | -27.5% | +38.2% | +21.3% |
| All | +213.4% | +36.9% | +176.5% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling