+151.8%
TER vs RBA
+42.3%
+109.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | -20.5% | +4.3% | -24.7% | -21.4% |
| 30D | -47.0% | +16.3% | -63.3% | -49.4% |
| 3M | -43.3% | +1.3% | -44.6% | -43.6% |
| 6M | -42.9% | -11.1% | -31.8% | -41.1% |
| YTD | +12.9% | -8.5% | +21.3% | +14.5% |
| 1Y | +18.2% | -2.1% | +20.3% | +17.0% |
| 3Y | +151.8% | +44.6% | +107.2% | +125.1% |
| All | +151.8% | +42.3% | +109.5% | +125.1% |
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 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