+1,088.5%
TER vs RBA
+4,058.7%
-2,970.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -14.9% | -15.1% |
| 7D | -28.2% | +7.3% | -35.5% | -30.3% |
| 30D | -50.6% | +16.9% | -67.5% | -53.9% |
| 3M | -45.3% | -0.5% | -44.8% | -46.0% |
| 6M | -40.4% | -10.4% | -30.0% | -39.1% |
| YTD | +10.0% | -7.2% | +17.3% | +10.6% |
| 1Y | +13.6% | -2.2% | +15.9% | +11.7% |
| 3Y | +145.2% | +43.7% | +101.5% | +103.0% |
| 5Y | +50.4% | +38.7% | +11.7% | +23.1% |
| 10Y | +882.9% | +231.7% | +651.2% | +442.3% |
| All | +1,088.5% | +4,058.7% | -2,970.2% | +146.1% |
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 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