+7,071.3%
TDY vs RBA
+2,503.8%
+4,567.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | -12.5% | -13.2% | +0.7% | -8.6% |
| 3M | -1.2% | -21.4% | +20.2% | +5.7% |
| 6M | -6.6% | -20.9% | +14.3% | -0.4% |
| YTD | +18.5% | -19.9% | +38.3% | +25.3% |
| 1Y | +10.8% | -28.7% | +39.4% | +21.4% |
| 3Y | +47.5% | +27.4% | +20.1% | +31.7% |
| 5Y | +35.8% | +41.7% | -5.9% | +13.3% |
| 10Y | +459.0% | +189.6% | +269.4% | +251.7% |
| All | +7,071.3% | +2,503.8% | +4,567.6% | +2,930.8% |
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