-17.7%
ROK vs RBA
-12.2%
-5.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.2% |
| 7D | -13.8% | +4.3% | -18.1% | -14.1% |
| 30D | -14.9% | +16.3% | -31.3% | -16.2% |
| 3M | -14.7% | +1.3% | -16.0% | -14.6% |
| 6M | -17.7% | -11.1% | -6.6% | -17.5% |
| All | -17.7% | -12.2% | -5.5% | -17.5% |
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