+546.6%
RMBS vs RBA
+195.3%
+351.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.3% |
| 7D | +1.2% | -3.3% | +4.5% | +2.4% |
| 30D | -11.5% | -9.8% | -1.7% | -8.4% |
| 3M | -38.2% | -23.5% | -14.7% | -32.7% |
| 6M | -4.8% | -21.5% | +16.8% | +3.1% |
| YTD | -7.1% | -21.2% | +14.0% | +0.5% |
| 1Y | +10.7% | -30.2% | +40.9% | +24.7% |
| 3Y | +54.5% | +25.3% | +29.2% | +43.1% |
| 5Y | +261.7% | +35.1% | +226.5% | +216.3% |
| All | +546.6% | +195.3% | +351.3% | +313.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling