+435.5%
T vs RBA
+3,565.6%
-3,130.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | -2.9% | +1.7% | -0.8% |
| 30D | +11.4% | -12.3% | +23.7% | +13.5% |
| 3M | +14.3% | -20.5% | +34.8% | +18.0% |
| 6M | -9.3% | -18.5% | +9.3% | -6.8% |
| YTD | +7.1% | -18.2% | +25.3% | +9.5% |
| 1Y | -9.1% | -27.5% | +18.4% | -5.3% |
| 3Y | +105.3% | +38.1% | +67.3% | +90.6% |
| 5Y | +66.8% | +44.8% | +22.0% | +50.9% |
| 10Y | +66.8% | +187.1% | -120.3% | +30.1% |
| All | +435.5% | +3,565.6% | -3,130.0% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling