+30.0%
S vs RBA
-5.6%
+35.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.8% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | -7.2% | +6.8% | -14.0% | -8.9% |
| 3M | 0.0% | +9.5% | -9.5% | -2.8% |
| 6M | +41.6% | -8.2% | +49.8% | +42.2% |
| YTD | +48.6% | -7.7% | +56.3% | +46.8% |
| 1Y | +30.0% | -6.9% | +37.0% | +27.8% |
| All | +30.0% | -5.6% | +35.6% | +27.8% |
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