+69.7%
XYZ vs RBA
+44.2%
+25.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +9.2% | +7.3% | +1.9% | +5.3% |
| 30D | +9.8% | +16.9% | -7.1% | +0.8% |
| 3M | -0.2% | -0.5% | +0.3% | -0.1% |
| 6M | +18.0% | -10.4% | +28.4% | +23.3% |
| YTD | +29.1% | -7.2% | +36.3% | +32.8% |
| 1Y | +14.1% | -2.2% | +16.4% | +13.8% |
| All | +69.7% | +44.2% | +25.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling