+14.3%
A vs RBA
+45.7%
-31.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | 0.0% | +8.3% | -8.4% | -2.2% |
| 3M | +16.7% | +10.5% | +6.2% | +13.5% |
| 6M | +54.8% | -5.9% | +60.7% | +55.9% |
| YTD | +28.8% | -6.9% | +35.7% | +29.4% |
| 1Y | +19.3% | -4.9% | +24.2% | +19.2% |
| 3Y | +65.5% | +64.5% | +1.1% | +42.9% |
| All | +14.3% | +45.7% | -31.5% | +2.1% |
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