+195.5%
W vs RBA
+416.9%
-221.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.7% |
| 7D | -1.7% | -0.5% | -1.1% | -1.3% |
| 30D | +3.2% | +6.8% | -3.6% | -0.9% |
| 3M | +8.3% | +9.5% | -1.2% | +2.1% |
| 6M | +84.3% | -8.2% | +92.5% | +92.5% |
| YTD | +11.0% | -7.7% | +18.8% | +15.7% |
| 1Y | -0.2% | -6.9% | +6.7% | +3.5% |
| 3Y | +157.9% | +61.6% | +96.3% | +95.0% |
| 5Y | -56.8% | +44.7% | -101.5% | -66.0% |
| 10Y | +212.2% | +205.3% | +6.8% | +59.3% |
| All | +195.5% | +416.9% | -221.3% | +6.2% |
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