+1,994.5%
RSG vs RBA
+2,813.4%
-818.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | +7.6% | -12.3% | +19.9% | +10.3% |
| 3M | +7.4% | -20.5% | +28.0% | +12.0% |
| 6M | -3.3% | -18.5% | +15.3% | +0.1% |
| YTD | +6.0% | -18.2% | +24.2% | +9.3% |
| 1Y | -3.7% | -27.5% | +23.8% | +1.7% |
| 3Y | +59.1% | +38.1% | +21.0% | +45.3% |
| 5Y | +89.0% | +44.8% | +44.2% | +67.3% |
| 10Y | +412.5% | +187.1% | +225.4% | +280.8% |
| All | +1,994.5% | +2,813.4% | -818.9% | +906.1% |
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