+138.0%
B vs RBA
+37.7%
+100.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +9.6% | +4.3% | +5.3% | +9.0% |
| 30D | +3.5% | +16.3% | -12.8% | +1.3% |
| 3M | -1.6% | +1.3% | -2.9% | -1.8% |
| 6M | -1.7% | -11.1% | +9.4% | -0.8% |
| YTD | -5.3% | -8.5% | +3.1% | -5.0% |
| 1Y | +27.2% | -2.1% | +29.3% | +26.5% |
| 3Y | +166.1% | +44.6% | +121.6% | +152.9% |
| All | +138.0% | +37.7% | +100.3% | +138.8% |
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