+82.9%
ROKU vs RBA
+25.0%
+57.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -2.6% | -3.3% | +0.6% | -1.0% |
| 30D | +2.1% | -9.8% | +11.9% | +7.3% |
| 3M | +31.8% | -23.5% | +55.3% | +48.1% |
| 6M | +53.3% | -21.5% | +74.8% | +69.3% |
| YTD | +42.1% | -21.2% | +63.2% | +55.7% |
| 1Y | +62.3% | -30.2% | +92.5% | +91.7% |
| All | +82.9% | +25.0% | +57.9% | +50.3% |
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