+299.6%
ASX vs RBA
+44.2%
+255.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.4% | -20.7% |
| 7D | -33.3% | +7.3% | -40.6% | -34.4% |
| 30D | -36.5% | +16.9% | -53.4% | -38.9% |
| 3M | -19.2% | -0.5% | -18.7% | -19.0% |
| 6M | -10.2% | -10.4% | +0.2% | -7.7% |
| YTD | +86.5% | -7.2% | +93.7% | +88.0% |
| 1Y | +89.6% | -2.2% | +91.9% | +87.9% |
| All | +299.6% | +44.2% | +255.4% | +264.5% |
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