+13,953.6%
RMD vs RBA
+4,003.4%
+9,950.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.4% |
| 7D | +2.3% | +4.3% | -1.9% | +1.4% |
| 30D | +4.1% | +16.3% | -12.2% | +0.4% |
| 3M | +5.7% | +1.3% | +4.4% | +5.1% |
| 6M | +12.9% | -11.1% | +24.0% | +15.2% |
| YTD | -1.5% | -8.5% | +6.9% | -0.4% |
| 1Y | -4.8% | -2.1% | -2.6% | -5.2% |
| 3Y | +57.5% | +44.6% | +12.9% | +41.8% |
| 5Y | -5.5% | +36.8% | -42.3% | -15.3% |
| 10Y | +357.8% | +227.3% | +130.5% | +225.7% |
| All | +13,953.6% | +4,003.4% | +9,950.2% | +5,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling