-25.6%
COMP vs RBA
+48.6%
-74.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.8% | -7.9% |
| 7D | -1.8% | +7.3% | -9.1% | -6.5% |
| 30D | -0.8% | +16.9% | -17.7% | -11.2% |
| 3M | -28.1% | -0.5% | -27.6% | -28.3% |
| 6M | +27.0% | -10.4% | +37.4% | +34.5% |
| YTD | -12.8% | -7.2% | -5.5% | -9.5% |
| 1Y | +4.9% | -2.2% | +7.1% | +4.5% |
| 3Y | +321.0% | +43.7% | +277.3% | +210.4% |
| 5Y | -25.6% | +38.7% | -64.3% | -42.2% |
| All | -25.6% | +48.6% | -74.2% | -42.2% |
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