-12.0%
A vs RBA
+45.3%
-57.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.2% |
| 30D | +6.9% | -12.3% | +19.2% | +10.4% |
| 3M | +9.2% | -20.5% | +29.8% | +15.0% |
| 6M | +25.7% | -18.5% | +44.2% | +31.2% |
| YTD | +11.5% | -18.2% | +29.8% | +16.0% |
| 1Y | +18.4% | -27.5% | +45.9% | +26.9% |
| 3Y | +26.6% | +38.1% | -11.5% | +14.7% |
| All | -12.0% | +45.3% | -57.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling