+123.9%
RNG vs RBA
+29.1%
+94.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.7% |
| 7D | -0.8% | -1.1% | +0.2% | -0.5% |
| 30D | +11.4% | -13.2% | +24.6% | +16.4% |
| 3M | +72.1% | -21.4% | +93.4% | +84.6% |
| 6M | +67.9% | -20.9% | +88.8% | +79.6% |
| YTD | +144.3% | -19.9% | +164.2% | +159.6% |
| 1Y | +117.5% | -28.7% | +146.2% | +138.9% |
| 3Y | +123.9% | +27.4% | +96.5% | +101.0% |
| All | +123.9% | +29.1% | +94.8% | +101.0% |
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