+13.2%
W vs RBA
-3.3%
+16.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.5% |
| 7D | -3.6% | +4.3% | -7.9% | -6.4% |
| 30D | +7.0% | +16.3% | -9.4% | -4.7% |
| 3M | +7.4% | +1.3% | +6.1% | +6.4% |
| 6M | +69.3% | -11.1% | +80.4% | +84.6% |
| YTD | +11.3% | -8.5% | +19.7% | +12.8% |
| 1Y | +13.2% | -2.1% | +15.3% | +4.8% |
| All | +13.2% | -3.3% | +16.5% | +4.8% |
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