-53.9%
RUN vs RBA
-2.0%
-51.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.2% |
| 7D | +18.5% | +12.7% | +5.8% | +11.4% |
| 30D | +15.5% | +15.5% | 0.0% | +7.2% |
| 3M | -20.3% | -14.0% | -6.3% | -14.3% |
| 6M | -30.8% | -8.8% | -22.0% | -28.4% |
| YTD | -52.2% | -6.9% | -45.3% | -47.7% |
| 1Y | -53.9% | -3.0% | -50.9% | -46.6% |
| All | -53.9% | -2.0% | -51.9% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling