+61.7%
DD vs RBA
+37.7%
+24.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +4.6% | +4.3% | +0.3% | +3.5% |
| 30D | +11.8% | +16.3% | -4.5% | +7.3% |
| 3M | +2.2% | +1.3% | +0.8% | +1.5% |
| 6M | -1.6% | -11.1% | +9.4% | +0.3% |
| YTD | +23.0% | -8.5% | +31.5% | +23.9% |
| 1Y | +26.9% | -2.1% | +29.1% | +25.5% |
| 3Y | +77.9% | +44.6% | +33.3% | +58.4% |
| All | +61.7% | +37.7% | +24.0% | +46.2% |
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