+13.3%
RMBS vs RBA
-26.5%
+39.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.9% |
| 30D | -12.2% | -12.3% | +0.1% | -6.9% |
| 3M | -49.5% | -20.5% | -29.0% | -45.2% |
| 6M | -7.1% | -18.5% | +11.4% | -1.0% |
| YTD | -7.0% | -18.2% | +11.2% | +1.9% |
| 1Y | +13.3% | -27.5% | +40.8% | +41.2% |
| All | +13.3% | -26.5% | +39.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling