-9.6%
RUN vs RBA
+346.9%
-356.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.7% |
| 7D | +18.1% | +2.5% | +15.6% | +16.4% |
| 30D | +27.5% | +11.6% | +15.9% | +20.2% |
| 3M | -4.5% | +1.5% | -6.0% | -5.7% |
| 6M | -33.3% | -6.6% | -26.7% | -31.6% |
| YTD | -47.1% | -6.3% | -40.8% | -45.8% |
| 1Y | -43.1% | -4.0% | -39.2% | -42.5% |
| 3Y | -3.0% | +47.3% | -50.3% | -25.8% |
| 5Y | -82.6% | +47.7% | -130.3% | -86.8% |
| 10Y | +103.3% | +224.7% | -121.4% | +8.2% |
| All | -9.6% | +346.9% | -356.5% | -56.6% |
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