+13,538.5%
RMD vs RBA
+3,565.6%
+9,973.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | +2.2% | -12.3% | +14.5% | +5.2% |
| 3M | +17.8% | -20.5% | +38.4% | +23.7% |
| 6M | -11.3% | -18.5% | +7.2% | -7.6% |
| YTD | -4.4% | -18.2% | +13.8% | -0.6% |
| 1Y | -15.7% | -27.5% | +11.8% | -10.0% |
| 3Y | +47.7% | +38.1% | +9.7% | +34.5% |
| 5Y | -19.2% | +44.8% | -64.0% | -28.5% |
| 10Y | +280.4% | +187.1% | +93.3% | +179.3% |
| All | +13,538.5% | +3,565.6% | +9,973.0% | +5,058.3% |
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 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