+256.6%
RL vs RBA
+48.1%
+208.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | +7.3% | +11.6% | -4.2% | +3.5% |
| 3M | +1.0% | +1.5% | -0.5% | +0.4% |
| 6M | +11.8% | -6.6% | +18.4% | +12.8% |
| YTD | +13.6% | -6.3% | +19.9% | +13.1% |
| 1Y | +24.0% | -4.0% | +28.0% | +22.3% |
| 3Y | +256.6% | +47.3% | +209.3% | +203.7% |
| All | +256.6% | +48.1% | +208.5% | +203.7% |
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