+150.6%
RTX vs RBA
+36.9%
+113.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.2% | -2.9% | -2.2% | -4.8% |
| 30D | -9.4% | -12.3% | +2.9% | -8.0% |
| 3M | +12.3% | -20.5% | +32.8% | +14.9% |
| 6M | -3.1% | -18.5% | +15.4% | -1.4% |
| YTD | +10.7% | -18.2% | +28.9% | +11.9% |
| 1Y | +28.4% | -27.5% | +55.9% | +32.5% |
| All | +150.6% | +36.9% | +113.7% | +136.1% |
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