-17.5%
RUN vs RBA
+289.8%
-307.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.9% |
| 30D | -15.3% | -12.3% | -3.0% | -9.2% |
| 3M | -40.0% | -20.5% | -19.5% | -32.7% |
| 6M | -27.0% | -18.5% | -8.4% | -19.5% |
| YTD | -51.7% | -18.2% | -33.5% | -46.7% |
| 1Y | -45.9% | -27.5% | -18.4% | -36.9% |
| 3Y | -43.8% | +38.1% | -81.8% | -55.4% |
| 5Y | -80.5% | +44.8% | -125.3% | -85.0% |
| 10Y | +45.3% | +187.1% | -141.9% | -17.0% |
| All | -17.5% | +289.8% | -307.3% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling