+8,486.3%
TPR vs RBA
+4,071.1%
+4,415.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.2% |
| 7D | +13.9% | +7.3% | +6.5% | +10.8% |
| 30D | +14.9% | +16.9% | -2.0% | +8.0% |
| 3M | -15.4% | -0.5% | -14.9% | -15.5% |
| 6M | -4.5% | -10.4% | +5.9% | -1.5% |
| YTD | +6.0% | -7.2% | +13.2% | +7.1% |
| 1Y | +24.3% | -2.2% | +26.6% | +23.1% |
| 3Y | +412.8% | +43.7% | +369.1% | +331.3% |
| 5Y | +258.4% | +38.7% | +219.8% | +196.1% |
| 10Y | +396.8% | +231.7% | +165.1% | +177.8% |
| All | +8,486.3% | +4,071.1% | +4,415.2% | +1,825.1% |
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