+19.6%
RSG vs RBA
-2.0%
+21.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.9% |
| 7D | +5.1% | +12.7% | -7.5% | +4.2% |
| 30D | +15.3% | +15.5% | -0.2% | +14.0% |
| 3M | +18.6% | -14.0% | +32.6% | +19.2% |
| 6M | +19.5% | -8.8% | +28.4% | +19.7% |
| YTD | +17.2% | -6.9% | +24.1% | +17.0% |
| 1Y | +19.6% | -3.0% | +22.5% | +18.9% |
| All | +19.6% | -2.0% | +21.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling