-58.7%
Z vs RBA
-26.5%
-32.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -3.0% | -2.9% | -0.1% | -1.7% |
| 30D | -4.2% | -12.3% | +8.1% | +1.5% |
| 3M | -3.7% | -20.5% | +16.8% | +4.8% |
| 6M | -24.5% | -18.5% | -6.0% | -19.3% |
| YTD | -49.3% | -18.2% | -31.1% | -44.7% |
| 1Y | -58.7% | -27.5% | -31.2% | -49.5% |
| All | -58.7% | -26.5% | -32.1% | -49.5% |
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