+15.2%
D vs RBA
+37.7%
-22.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +3.0% | +4.3% | -1.3% | +2.2% |
| 30D | +11.5% | +16.3% | -4.8% | +8.6% |
| 3M | +3.7% | +1.3% | +2.4% | +3.3% |
| 6M | +13.5% | -11.1% | +24.6% | +15.2% |
| YTD | +20.7% | -8.5% | +29.2% | +21.3% |
| 1Y | +18.2% | -2.1% | +20.4% | +17.1% |
| 3Y | +73.3% | +44.6% | +28.7% | +58.0% |
| All | +15.2% | +37.7% | -22.5% | +9.2% |
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