+11.7%
D vs RBA
+45.7%
-34.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | +7.7% | +8.3% | -0.6% | +6.2% |
| 3M | -0.3% | +10.5% | -10.8% | -2.1% |
| 6M | +10.1% | -5.9% | +15.9% | +10.6% |
| YTD | +19.1% | -6.9% | +25.9% | +19.2% |
| 1Y | +15.9% | -4.9% | +20.8% | +15.5% |
| 3Y | +75.0% | +64.5% | +10.5% | +56.0% |
| All | +11.7% | +45.7% | -34.1% | +5.4% |
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