-11.0%
RMBS vs RBA
-5.8%
-5.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.5% |
| 7D | +10.3% | +1.7% | +8.6% | +9.7% |
| 30D | -10.7% | +8.3% | -19.1% | -13.3% |
| 3M | -17.2% | +10.5% | -27.8% | -20.3% |
| 6M | -39.0% | -5.9% | -33.2% | -39.2% |
| YTD | -10.5% | -6.9% | -3.6% | -9.8% |
| 1Y | -11.0% | -4.9% | -6.1% | -12.3% |
| All | -11.0% | -5.8% | -5.2% | -12.3% |
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 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