-36.5%
RMBS vs RBA
-6.5%
-30.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | -15.5% | +9.0% | -24.5% | -14.7% |
| 3M | -11.5% | +7.2% | -18.6% | -10.2% |
| 6M | -36.5% | -7.8% | -28.8% | -34.7% |
| All | -36.5% | -6.5% | -30.1% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling