+3,818.9%
ROK vs RBA
+4,003.4%
-184.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.9% |
| 7D | -13.8% | +4.3% | -18.1% | -15.1% |
| 30D | -14.9% | +16.3% | -31.3% | -19.4% |
| 3M | -14.7% | +1.3% | -16.0% | -15.5% |
| 6M | -17.7% | -11.1% | -6.6% | -15.4% |
| YTD | -2.5% | -8.5% | +6.0% | -1.1% |
| 1Y | +2.3% | -2.1% | +4.4% | +1.3% |
| 3Y | +52.7% | +44.6% | +8.2% | +31.0% |
| 5Y | +20.5% | +36.8% | -16.3% | +2.7% |
| 10Y | +284.0% | +227.3% | +56.7% | +135.1% |
| All | +3,818.9% | +4,003.4% | -184.5% | +1,488.5% |
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 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