+33.1%
S vs RBA
-3.3%
+36.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | -13.4% | +4.3% | -17.7% | -14.5% |
| 30D | -14.0% | +16.3% | -30.3% | -18.0% |
| 3M | +4.9% | +1.3% | +3.6% | +4.0% |
| 6M | +42.0% | -11.1% | +53.1% | +44.1% |
| YTD | +45.1% | -8.5% | +53.6% | +42.7% |
| 1Y | +33.1% | -2.1% | +35.2% | +25.3% |
| All | +33.1% | -3.3% | +36.3% | +25.3% |
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 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