-73.1%
SMR vs RBA
-26.5%
-46.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | -2.9% | +7.3% | +5.8% |
| 30D | +3.4% | -12.3% | +15.7% | +9.9% |
| 3M | -19.2% | -20.5% | +1.4% | -13.3% |
| 6M | -22.6% | -18.5% | -4.1% | -19.1% |
| YTD | -31.5% | -18.2% | -13.3% | -28.3% |
| 1Y | -73.1% | -27.5% | -45.6% | -61.5% |
| All | -73.1% | -26.5% | -46.5% | -61.5% |
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