-68.4%
SMR vs RBA
-28.6%
-39.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +16.1% |
| 7D | +21.4% | -1.1% | +22.4% | +21.8% |
| 30D | +13.8% | -13.2% | +27.1% | +21.3% |
| 3M | +3.9% | -21.4% | +25.3% | +11.2% |
| 6M | -4.2% | -20.9% | +16.7% | +1.8% |
| YTD | -21.1% | -19.9% | -1.2% | -16.6% |
| All | -68.4% | -28.6% | -39.8% | -53.5% |
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