+1,500.0%
RL vs RBA
+3,565.6%
-2,065.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -7.8% | -12.3% | +4.5% | -4.3% |
| 3M | -4.0% | -20.5% | +16.5% | +2.0% |
| 6M | -1.9% | -18.5% | +16.7% | +3.3% |
| YTD | -0.2% | -18.2% | +18.1% | +4.6% |
| 1Y | +10.7% | -27.5% | +38.2% | +20.0% |
| 3Y | +210.8% | +38.1% | +172.7% | +176.0% |
| 5Y | +238.2% | +44.8% | +193.4% | +189.9% |
| 10Y | +313.4% | +187.1% | +126.2% | +177.5% |
| All | +1,500.0% | +3,565.6% | -2,065.5% | +510.0% |
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