-52.5%
RUN vs RBA
-3.8%
-48.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.4% | -11.0% | -10.8% |
| 7D | +0.3% | +3.2% | -2.9% | -1.7% |
| 30D | +14.0% | +12.0% | +2.0% | +6.4% |
| 3M | -11.8% | +2.9% | -14.6% | -13.4% |
| 6M | -40.4% | -6.3% | -34.1% | -39.3% |
| YTD | -52.7% | -5.9% | -46.8% | -53.1% |
| 1Y | -52.5% | -3.9% | -48.6% | -53.1% |
| All | -52.5% | -3.8% | -48.7% | -53.1% |
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 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