+51.9%
ROK vs RBA
+29.1%
+22.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.8% | -1.1% | +3.8% | +3.1% |
| 30D | -2.4% | -13.2% | +10.8% | +2.3% |
| 3M | -4.7% | -21.4% | +16.7% | +2.4% |
| 6M | +16.8% | -20.9% | +37.6% | +24.9% |
| YTD | +11.4% | -19.9% | +31.2% | +18.5% |
| 1Y | +26.2% | -28.7% | +54.8% | +40.3% |
| 3Y | +51.9% | +27.4% | +24.4% | +42.4% |
| All | +51.9% | +29.1% | +22.8% | +42.4% |
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