-79.4%
RUN vs RBA
+44.6%
-124.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.9% |
| 7D | +10.2% | -1.1% | +11.2% | +10.8% |
| 30D | -9.6% | -13.2% | +3.6% | -1.9% |
| 3M | -31.5% | -21.4% | -10.1% | -21.6% |
| 6M | -18.7% | -20.9% | +2.2% | -7.8% |
| YTD | -49.9% | -19.9% | -30.0% | -43.5% |
| 1Y | -45.5% | -28.7% | -16.8% | -34.3% |
| 3Y | -34.1% | +27.4% | -61.5% | -49.4% |
| 5Y | -79.4% | +41.7% | -121.2% | -85.7% |
| All | -79.4% | +44.6% | -124.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling