+122.2%
ALL vs RBA
+45.3%
+77.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | -2.9% | +3.0% | +0.4% |
| 30D | -1.5% | -12.3% | +10.8% | 0.0% |
| 3M | +23.6% | -20.5% | +44.2% | +26.6% |
| 6M | +22.3% | -18.5% | +40.9% | +24.7% |
| YTD | +26.5% | -18.2% | +44.7% | +28.4% |
| 1Y | +27.0% | -27.5% | +54.5% | +31.2% |
| 3Y | +149.6% | +38.1% | +111.5% | +136.5% |
| All | +122.2% | +45.3% | +77.0% | +105.7% |
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