+6.9%
RRX vs RBA
+29.1%
-22.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | +4.3% | -1.1% | +5.3% | +4.8% |
| 30D | -8.0% | -13.2% | +5.2% | -1.9% |
| 3M | -22.0% | -21.4% | -0.7% | -12.3% |
| 6M | -11.9% | -20.9% | +9.0% | -1.2% |
| YTD | +17.1% | -19.9% | +37.0% | +29.9% |
| 1Y | +14.9% | -28.7% | +43.6% | +33.7% |
| 3Y | +6.9% | +27.4% | -20.5% | +4.5% |
| All | +6.9% | +29.1% | -22.2% | +4.5% |
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