+210.2%
TER vs RBA
+64.0%
+146.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.4% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -30.8% | +9.0% | -39.7% | -32.6% |
| 3M | -29.9% | +7.2% | -37.1% | -31.7% |
| 6M | -27.5% | -7.8% | -19.7% | -26.0% |
| YTD | +37.5% | -6.4% | +43.8% | +38.5% |
| 1Y | +50.3% | -4.2% | +54.4% | +50.0% |
| All | +210.2% | +64.0% | +146.2% | +151.6% |
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