+29.0%
U vs RBA
-3.3%
+32.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.1% |
| 7D | +36.6% | +4.3% | +32.3% | +34.1% |
| 30D | +13.3% | +16.3% | -3.0% | +5.9% |
| 3M | +26.2% | +1.3% | +24.9% | +25.0% |
| 6M | +88.7% | -11.1% | +99.8% | +92.3% |
| YTD | +16.6% | -8.5% | +25.0% | +33.9% |
| 1Y | +29.0% | -2.1% | +31.1% | +46.6% |
| All | +29.0% | -3.3% | +32.2% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling