+65.5%
T vs RBA
+61.6%
+3.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | -2.9% | +6.8% | -9.8% | -3.3% |
| 3M | -7.5% | +9.5% | -17.0% | -8.0% |
| 6M | -9.9% | -8.2% | -1.7% | -9.5% |
| YTD | -6.4% | -7.7% | +1.3% | -6.7% |
| 1Y | -9.4% | -6.9% | -2.5% | -9.8% |
| All | +65.5% | +61.6% | +3.9% | +62.2% |
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