+70.6%
ACWI vs RBA
+44.2%
+26.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -4.0% | +7.3% | -11.4% | -5.2% |
| 30D | -5.8% | +16.9% | -22.8% | -8.5% |
| 3M | -5.0% | -0.5% | -4.5% | -5.0% |
| 6M | +0.7% | -10.4% | +11.1% | +2.2% |
| YTD | +8.4% | -7.2% | +15.7% | +8.6% |
| 1Y | +10.1% | -2.2% | +12.4% | +8.9% |
| All | +70.6% | +44.2% | +26.4% | +60.4% |
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