+2,287.0%
RSG vs RBA
+3,218.3%
-931.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.5% | +1.7% | +0.7% | +2.1% |
| 30D | +12.7% | +8.3% | +4.4% | +10.8% |
| 3M | +17.9% | +10.5% | +7.4% | +15.3% |
| 6M | +25.0% | -5.9% | +30.9% | +25.6% |
| YTD | +20.8% | -6.9% | +27.7% | +21.1% |
| 1Y | +24.3% | -4.9% | +29.1% | +24.0% |
| 3Y | +65.3% | +64.5% | +0.8% | +45.8% |
| 5Y | +99.1% | +46.1% | +53.0% | +76.1% |
| 10Y | +452.4% | +208.2% | +244.1% | +304.1% |
| All | +2,287.0% | +3,218.3% | -931.3% | +1,015.1% |
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