+121.7%
B vs RBA
+48.5%
+73.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | +7.1% | +3.2% | +3.9% | +6.7% |
| 30D | -3.3% | +12.0% | -15.3% | -4.9% |
| 3M | -2.5% | +2.9% | -5.4% | -3.0% |
| 6M | -7.2% | -6.3% | -1.0% | -7.1% |
| YTD | -7.4% | -5.9% | -1.5% | -7.4% |
| 1Y | +16.4% | -3.9% | +20.3% | +16.0% |
| 3Y | +178.7% | +64.9% | +113.8% | +162.2% |
| 5Y | +121.7% | +48.5% | +73.2% | +120.7% |
| All | +121.7% | +48.5% | +73.2% | +120.7% |
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