+36.1%
RMBS vs RBA
+48.1%
-12.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.4% |
| 7D | -3.9% | +2.5% | -6.4% | -4.9% |
| 30D | -24.9% | +11.6% | -36.4% | -28.5% |
| 3M | -20.5% | +1.5% | -22.0% | -21.2% |
| 6M | -37.5% | -6.6% | -30.9% | -36.7% |
| YTD | -12.1% | -6.3% | -5.9% | -10.5% |
| 1Y | -25.0% | -4.0% | -21.1% | -24.4% |
| 3Y | +36.1% | +47.3% | -11.2% | +31.2% |
| All | +36.1% | +48.1% | -12.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling