+3,642.5%
TECH vs RBA
+4,035.9%
-393.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | +0.2% | -0.5% | +0.8% | +0.4% |
| 30D | +0.5% | +6.8% | -6.3% | -1.1% |
| 3M | +1.0% | +9.5% | -8.5% | -1.3% |
| 6M | +54.1% | -8.2% | +62.3% | +56.1% |
| YTD | +24.4% | -7.7% | +32.1% | +25.8% |
| 1Y | +19.3% | -6.9% | +26.2% | +20.3% |
| 3Y | +28.5% | +61.6% | -33.1% | +15.0% |
| 5Y | -41.0% | +44.7% | -85.7% | -46.9% |
| 10Y | +189.3% | +205.3% | -16.0% | +119.0% |
| All | +3,642.5% | +4,035.9% | -393.5% | +1,468.2% |
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