+221.9%
RL vs RBA
+37.7%
+184.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.9% |
| 7D | -4.2% | +4.3% | -8.4% | -5.4% |
| 30D | +4.3% | +16.3% | -12.0% | -0.9% |
| 3M | -4.6% | +1.3% | -5.9% | -5.3% |
| 6M | +1.7% | -11.1% | +12.8% | +4.5% |
| YTD | +7.3% | -8.5% | +15.8% | +8.3% |
| 1Y | +20.8% | -2.1% | +22.9% | +18.9% |
| 3Y | +247.0% | +44.6% | +202.4% | +197.3% |
| All | +221.9% | +37.7% | +184.2% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling