+113.6%
C vs RBA
+47.4%
+66.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -5.3% | +9.0% | -14.3% | -7.5% |
| 3M | -8.0% | +7.2% | -15.2% | -9.9% |
| 6M | -0.3% | -7.8% | +7.5% | +0.8% |
| YTD | +8.6% | -6.4% | +15.0% | +9.3% |
| 1Y | +25.8% | -4.2% | +30.0% | +25.7% |
| 3Y | +221.2% | +64.1% | +157.1% | +185.8% |
| 5Y | +113.6% | +48.4% | +65.1% | +96.5% |
| All | +113.6% | +47.4% | +66.2% | +96.5% |
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 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