+11.9%
AU vs RBA
-5.8%
+17.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -7.2% | +1.7% | -8.9% | -7.4% |
| 30D | -2.9% | +8.3% | -11.2% | -3.8% |
| 3M | -8.7% | +10.5% | -19.2% | -9.9% |
| 6M | -14.1% | -5.9% | -8.3% | -16.4% |
| YTD | +4.8% | -6.9% | +11.7% | -0.7% |
| 1Y | +11.9% | -4.9% | +16.7% | +4.5% |
| All | +11.9% | -5.8% | +17.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling