+48.2%
S vs RBA
+64.0%
-15.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -7.3% | +9.0% | -16.3% | -10.6% |
| 3M | +5.9% | +7.2% | -1.3% | +2.7% |
| 6M | +45.6% | -7.8% | +53.4% | +48.0% |
| YTD | +58.5% | -6.4% | +64.9% | +58.4% |
| 1Y | +37.6% | -4.2% | +41.8% | +35.8% |
| All | +48.2% | +64.0% | -15.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling