+52.5%
SOXX vs RBA
-2.0%
+54.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | -13.7% | +12.7% | -26.4% | -15.2% |
| 30D | -23.6% | +15.5% | -39.1% | -25.3% |
| 3M | -16.9% | -14.0% | -2.8% | -12.9% |
| 6M | -2.4% | -8.8% | +6.4% | -0.3% |
| YTD | +49.8% | -6.9% | +56.7% | +47.2% |
| 1Y | +52.5% | -3.0% | +55.5% | +47.6% |
| All | +52.5% | -2.0% | +54.5% | +47.6% |
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