+156.7%
RTX vs RBA
+61.6%
+95.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +8.4% | +6.8% | +1.5% | +7.5% |
| 3M | -10.7% | +9.5% | -20.1% | -11.8% |
| 6M | +11.7% | -8.2% | +19.9% | +12.0% |
| YTD | +9.3% | -7.7% | +17.1% | +8.7% |
| 1Y | +13.3% | -6.9% | +20.2% | +12.4% |
| All | +156.7% | +61.6% | +95.1% | +143.1% |
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 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