-53.2%
S vs RBA
+54.3%
-107.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -7.7% | -2.9% | -4.8% | -6.5% |
| 30D | -5.3% | -12.3% | +7.0% | 0.0% |
| 3M | +20.3% | -20.5% | +40.8% | +31.2% |
| 6M | +47.4% | -18.5% | +65.9% | +58.5% |
| YTD | +32.5% | -18.2% | +50.8% | +41.5% |
| 1Y | +9.5% | -27.5% | +37.0% | +23.3% |
| 3Y | +15.5% | +38.1% | -22.6% | -5.0% |
| 5Y | -71.2% | +44.8% | -116.0% | -77.5% |
| All | -53.2% | +54.3% | -107.5% | -63.6% |
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