+61.7%
DD vs RBA
+45.3%
+16.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -2.8% |
| 30D | -10.3% | -12.3% | +2.0% | -7.3% |
| 3M | -7.5% | -20.5% | +13.0% | -2.7% |
| 6M | -8.0% | -18.5% | +10.5% | -4.0% |
| YTD | +10.5% | -18.2% | +28.7% | +14.8% |
| 1Y | +38.3% | -27.5% | +65.8% | +48.5% |
| 3Y | +42.5% | +38.1% | +4.4% | +28.6% |
| All | +61.7% | +45.3% | +16.4% | +38.3% |
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