-42.4%
TECH vs RBA
+45.3%
-87.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +0.7% | -12.3% | +13.0% | +4.8% |
| 3M | +36.3% | -20.5% | +56.9% | +45.8% |
| 6M | +25.6% | -18.5% | +44.1% | +33.0% |
| YTD | +23.7% | -18.2% | +41.9% | +31.0% |
| 1Y | +37.6% | -27.5% | +65.1% | +51.0% |
| 3Y | -6.6% | +38.1% | -44.7% | -15.2% |
| All | -42.4% | +45.3% | -87.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling