-36.5%
RUN vs RBA
+31.7%
-68.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.7% |
| 30D | -15.3% | -12.3% | -3.0% | -9.7% |
| 3M | -40.0% | -20.5% | -19.5% | -33.5% |
| 6M | -27.0% | -18.5% | -8.4% | -20.3% |
| YTD | -51.7% | -18.2% | -33.5% | -47.0% |
| 1Y | -45.9% | -27.5% | -18.4% | -37.4% |
| All | -36.5% | +31.7% | -68.1% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling