+107.7%
T vs RBA
+36.9%
+70.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | -2.9% | +1.7% | -1.1% |
| 30D | +11.4% | -12.3% | +23.7% | +12.2% |
| 3M | +14.3% | -20.5% | +34.8% | +15.9% |
| 6M | -9.3% | -18.5% | +9.3% | -8.1% |
| YTD | +7.1% | -18.2% | +25.3% | +7.7% |
| 1Y | -9.1% | -27.5% | +18.4% | -7.2% |
| All | +107.7% | +36.9% | +70.8% | +98.6% |
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 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