+20.7%
XYZ vs RBA
-2.0%
+22.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.1% | +13.2% | +14.2% |
| 7D | +16.5% | +12.7% | +3.9% | +9.9% |
| 30D | +15.0% | +15.5% | -0.6% | +6.8% |
| 3M | +3.5% | -14.0% | +17.6% | +11.5% |
| 6M | +21.9% | -8.8% | +30.7% | +25.0% |
| YTD | +34.6% | -6.9% | +41.6% | +43.4% |
| 1Y | +20.7% | -3.0% | +23.7% | +28.3% |
| All | +20.7% | -2.0% | +22.7% | +28.3% |
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