-8.6%
Z vs RBA
+44.7%
-53.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.4% | +8.5% |
| 7D | +10.2% | +12.7% | -2.5% | +4.4% |
| 30D | +23.7% | +15.5% | +8.1% | +15.7% |
| 3M | -6.6% | -14.0% | +7.5% | -1.2% |
| 6M | -23.0% | -8.8% | -14.2% | -21.1% |
| YTD | -50.3% | -6.9% | -43.4% | -49.3% |
| 1Y | -53.6% | -3.0% | -50.6% | -53.5% |
| All | -8.6% | +44.7% | -53.3% | -21.1% |
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 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