+132.6%
RTX vs RBA
+37.7%
+94.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -5.1% | +4.3% | -9.4% | -5.7% |
| 30D | +5.1% | +16.3% | -11.2% | +2.7% |
| 3M | -14.8% | +1.3% | -16.1% | -15.2% |
| 6M | +8.0% | -11.1% | +19.1% | +9.2% |
| YTD | +4.5% | -8.5% | +12.9% | +4.5% |
| 1Y | +9.8% | -2.1% | +12.0% | +8.5% |
| 3Y | +144.2% | +44.6% | +99.6% | +125.2% |
| All | +132.6% | +37.7% | +94.9% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling