+486.8%
ASX vs RBA
+45.7%
+441.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.3% |
| 7D | +12.4% | +1.7% | +10.7% | +11.9% |
| 30D | -19.8% | +8.3% | -28.2% | -21.8% |
| 3M | -10.3% | +10.5% | -20.9% | -13.3% |
| 6M | +1.2% | -5.9% | +7.1% | +2.2% |
| YTD | +123.0% | -6.9% | +129.9% | +124.3% |
| 1Y | +145.4% | -4.9% | +150.3% | +145.0% |
| 3Y | +368.6% | +64.5% | +304.2% | +287.4% |
| All | +486.8% | +45.7% | +441.1% | +398.9% |
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