+371.4%
ASX vs RBA
+48.1%
+323.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.1% |
| 7D | -12.3% | +2.5% | -14.8% | -12.8% |
| 30D | -26.0% | +11.6% | -37.6% | -27.9% |
| 3M | -8.1% | +1.5% | -9.6% | -8.3% |
| 6M | +1.4% | -6.6% | +8.0% | +3.1% |
| YTD | +115.6% | -6.3% | +121.8% | +116.9% |
| 1Y | +128.0% | -4.0% | +132.0% | +127.6% |
| 3Y | +371.4% | +47.3% | +324.1% | +328.4% |
| All | +371.4% | +48.1% | +323.3% | +328.4% |
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