-5.6%
ROP vs RBA
+61.6%
-67.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | +29.7% | +6.8% | +22.9% | +27.6% |
| 3M | +21.2% | +9.5% | +11.8% | +18.5% |
| 6M | +48.3% | -8.2% | +56.5% | +49.6% |
| YTD | +8.4% | -7.7% | +16.1% | +9.0% |
| 1Y | +6.0% | -6.9% | +12.9% | +6.4% |
| All | -5.6% | +61.6% | -67.2% | -14.6% |
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