-6.3%
ROP vs RBA
+51.9%
-58.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.2% | +3.2% | -3.0% | -0.6% |
| 30D | +30.3% | +12.0% | +18.3% | +26.8% |
| 3M | +17.8% | +2.9% | +14.9% | +16.6% |
| 6M | +38.9% | -6.3% | +45.2% | +39.4% |
| YTD | +7.6% | -5.9% | +13.5% | +7.8% |
| 1Y | +6.5% | -3.9% | +10.4% | +6.1% |
| 3Y | -6.3% | +64.9% | -71.2% | -15.5% |
| All | -6.3% | +51.9% | -58.1% | -15.5% |
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 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