+88.9%
SMR vs RBA
+29.1%
+59.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +16.4% |
| 7D | +21.4% | -1.1% | +22.4% | +21.9% |
| 30D | +13.8% | -13.2% | +27.1% | +23.4% |
| 3M | +3.9% | -21.4% | +25.3% | +16.2% |
| 6M | -4.2% | -20.9% | +16.7% | +6.6% |
| YTD | -21.1% | -19.9% | -1.2% | -12.6% |
| 1Y | -67.1% | -28.7% | -38.4% | -60.2% |
| 3Y | +88.9% | +27.4% | +61.4% | +60.7% |
| All | +88.9% | +29.1% | +59.8% | +60.7% |
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