+56.9%
RSG vs RBA
+29.1%
+27.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.7% | -1.1% | +0.3% | -0.6% |
| 30D | +3.3% | -13.2% | +16.5% | +5.4% |
| 3M | +8.5% | -21.4% | +29.8% | +11.9% |
| 6M | -3.5% | -20.9% | +17.3% | -0.7% |
| YTD | +5.5% | -19.9% | +25.3% | +7.9% |
| 1Y | -1.7% | -28.7% | +26.9% | +2.7% |
| 3Y | +56.9% | +27.4% | +29.5% | +50.8% |
| All | +56.9% | +29.1% | +27.8% | +50.8% |
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 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