+2,979.8%
ASX vs RBA
+3,955.3%
-975.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.8% | +6.8% |
| 7D | -19.9% | +4.3% | -24.2% | -21.0% |
| 30D | -30.9% | +16.3% | -47.2% | -34.3% |
| 3M | -15.1% | +1.3% | -16.4% | -16.1% |
| 6M | -6.5% | -11.1% | +4.6% | -4.2% |
| YTD | +98.4% | -8.5% | +106.9% | +100.2% |
| 1Y | +107.9% | -2.1% | +110.0% | +105.1% |
| 3Y | +325.3% | +44.6% | +280.7% | +265.0% |
| 5Y | +447.3% | +36.8% | +410.5% | +366.1% |
| 10Y | +763.2% | +227.3% | +535.9% | +430.8% |
| All | +2,979.8% | +3,955.3% | -975.6% | +627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling