+826.4%
RRX vs RBA
+4,102.2%
-3,275.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +6.1% |
| 7D | +12.3% | +2.5% | +9.8% | +11.4% |
| 30D | +9.5% | +11.6% | -2.0% | +5.3% |
| 3M | +1.8% | +1.5% | +0.3% | +0.7% |
| 6M | -15.3% | -6.6% | -8.7% | -13.7% |
| YTD | +29.6% | -6.3% | +35.8% | +31.6% |
| 1Y | +34.1% | -4.0% | +38.0% | +35.2% |
| 3Y | +74.0% | +47.3% | +26.8% | +51.6% |
| 5Y | +14.7% | +47.7% | -33.0% | -2.6% |
| 10Y | +229.4% | +224.7% | +4.7% | +110.2% |
| All | +826.4% | +4,102.2% | -3,275.8% | +236.8% |
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