+2,420.1%
RTX vs RBA
+3,565.6%
-1,145.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.2% | -2.9% | -2.2% | -4.5% |
| 30D | -9.4% | -12.3% | +2.9% | -6.5% |
| 3M | +12.3% | -20.5% | +32.8% | +17.9% |
| 6M | -3.1% | -18.5% | +15.4% | +0.9% |
| YTD | +10.7% | -18.2% | +28.9% | +14.6% |
| 1Y | +28.4% | -27.5% | +55.9% | +36.9% |
| 3Y | +147.1% | +38.1% | +109.0% | +120.2% |
| 5Y | +167.2% | +44.8% | +122.5% | +129.4% |
| 10Y | +274.7% | +187.1% | +87.6% | +160.8% |
| All | +2,420.1% | +3,565.6% | -1,145.5% | +927.1% |
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