-17.9%
COMP vs RBA
+37.7%
-55.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.1% | +11.7% |
| 7D | +13.4% | +4.3% | +9.2% | +10.2% |
| 30D | +11.1% | +16.3% | -5.2% | -0.4% |
| 3M | -18.8% | +1.3% | -20.2% | -20.2% |
| 6M | +10.5% | -11.1% | +21.6% | +17.6% |
| YTD | -3.4% | -8.5% | +5.1% | +1.1% |
| 1Y | +19.7% | -2.1% | +21.8% | +18.9% |
| 3Y | +381.6% | +44.6% | +337.0% | +251.1% |
| All | -17.9% | +37.7% | -55.5% | -34.6% |
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