+30.1%
XYZ vs RBA
-4.5%
+34.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | +11.6% | +9.0% | +2.6% | +6.6% |
| 3M | +8.4% | +7.2% | +1.3% | +4.5% |
| 6M | +17.2% | -7.8% | +24.9% | +19.4% |
| YTD | +31.7% | -6.4% | +38.1% | +34.8% |
| 1Y | +30.1% | -4.2% | +34.2% | +30.1% |
| All | +30.1% | -4.5% | +34.6% | +30.1% |
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 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