+1,644.3%
RL vs RBA
+4,058.7%
-2,414.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.3% |
| 7D | -4.7% | +7.3% | -12.0% | -6.7% |
| 30D | +3.6% | +16.9% | -13.4% | -1.2% |
| 3M | +0.5% | -0.5% | +1.0% | +0.3% |
| 6M | +6.6% | -10.4% | +17.0% | +9.0% |
| YTD | +8.8% | -7.2% | +16.1% | +9.6% |
| 1Y | +21.8% | -2.2% | +24.0% | +20.7% |
| 3Y | +245.8% | +43.7% | +202.1% | +203.2% |
| 5Y | +230.0% | +38.7% | +191.3% | +185.9% |
| 10Y | +369.4% | +231.7% | +137.7% | +201.6% |
| All | +1,644.3% | +4,058.7% | -2,414.4% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling