-56.2%
RUN vs RBA
-5.6%
-50.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.2% |
| 7D | -13.7% | -0.5% | -13.1% | -13.4% |
| 30D | +9.4% | +6.8% | +2.5% | +4.9% |
| 3M | -13.4% | +9.5% | -22.9% | -18.2% |
| 6M | -39.6% | -8.2% | -31.4% | -37.7% |
| YTD | -53.7% | -7.7% | -46.0% | -54.1% |
| 1Y | -56.2% | -6.9% | -49.3% | -56.3% |
| All | -56.2% | -5.6% | -50.6% | -56.3% |
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 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