+339.9%
SITM vs RBA
+61.6%
+278.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | +32.5% | -0.5% | +33.1% | +32.7% |
| 30D | -18.8% | +6.8% | -25.7% | -21.0% |
| 3M | -30.9% | +9.5% | -40.3% | -33.6% |
| 6M | -44.5% | -8.2% | -36.2% | -43.4% |
| YTD | +33.2% | -7.7% | +41.0% | +32.4% |
| 1Y | +53.8% | -6.9% | +60.8% | +52.3% |
| All | +339.9% | +61.6% | +278.3% | +266.4% |
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