+24.7%
Z vs RBA
+283.5%
-258.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 6M | -24.5% | -18.5% | -6.0% | -18.2% |
| YTD | -49.3% | -18.2% | -31.1% | -45.1% |
| 1Y | -58.7% | -27.5% | -31.2% | -52.8% |
| 3Y | -34.1% | +38.1% | -72.2% | -44.7% |
| 5Y | -64.5% | +44.8% | -109.3% | -71.8% |
| 10Y | -0.5% | +187.1% | -187.6% | -38.8% |
| All | +24.7% | +283.5% | -258.8% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling