+138.6%
SITM vs RBA
-29.1%
+167.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.7% | -1.9% | +5.6% | +3.9% |
| 30D | -14.5% | -13.0% | -1.5% | -12.8% |
| 3M | -10.6% | -23.1% | +12.5% | -7.4% |
| 6M | +65.5% | -22.6% | +88.1% | +69.2% |
| YTD | +67.0% | -20.4% | +87.4% | +67.3% |
| 1Y | +138.6% | -29.6% | +168.2% | +188.1% |
| All | +138.6% | -29.1% | +167.7% | +188.1% |
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 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