+55.4%
ACWI vs RBA
+48.6%
+6.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -4.0% | +7.3% | -11.4% | -5.4% |
| 30D | -5.8% | +16.9% | -22.8% | -8.9% |
| 3M | -5.0% | -0.5% | -4.5% | -5.1% |
| 6M | +0.7% | -10.4% | +11.1% | +2.3% |
| YTD | +8.4% | -7.2% | +15.7% | +8.8% |
| 1Y | +10.1% | -2.2% | +12.4% | +9.1% |
| 3Y | +70.8% | +43.7% | +27.0% | +54.2% |
| 5Y | +55.4% | +38.7% | +16.7% | +41.2% |
| All | +55.4% | +48.6% | +6.7% | +41.2% |
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 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