+4,041.0%
ROK vs RBA
+4,118.8%
-77.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -11.0% | +3.2% | -14.2% | -11.9% |
| 30D | -8.2% | +12.0% | -20.2% | -11.8% |
| 3M | -8.5% | +2.9% | -11.4% | -9.8% |
| 6M | -12.0% | -6.3% | -5.7% | -11.2% |
| YTD | +3.1% | -5.9% | +9.0% | +3.6% |
| 1Y | +2.9% | -3.9% | +6.8% | +2.6% |
| 3Y | +60.7% | +64.9% | -4.2% | +32.2% |
| 5Y | +29.5% | +48.5% | -19.0% | +7.4% |
| 10Y | +262.6% | +211.8% | +50.8% | +125.3% |
| All | +4,041.0% | +4,118.8% | -77.8% | +1,563.2% |
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