-45.5%
RUN vs RBA
-28.4%
-17.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.6% |
| 7D | +10.2% | -1.1% | +11.2% | +10.6% |
| 30D | -9.6% | -13.2% | +3.6% | -3.8% |
| 3M | -31.5% | -21.4% | -10.1% | -24.4% |
| 6M | -18.7% | -20.9% | +2.2% | -11.0% |
| YTD | -49.9% | -19.9% | -30.0% | -42.1% |
| 1Y | -45.5% | -28.7% | -16.8% | -39.8% |
| All | -45.5% | -28.4% | -17.1% | -39.8% |
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