+1,257.9%
ES vs RBA
+4,058.7%
-2,800.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +5.9% | +7.3% | -1.4% | +4.8% |
| 30D | +10.2% | +16.9% | -6.7% | +7.7% |
| 3M | +0.4% | -0.5% | +0.9% | +0.3% |
| 6M | +6.9% | -10.4% | +17.3% | +8.1% |
| YTD | +10.5% | -7.2% | +17.7% | +10.9% |
| 1Y | +3.2% | -2.2% | +5.4% | +2.7% |
| 3Y | +49.0% | +43.7% | +5.3% | +39.2% |
| 5Y | +4.5% | +38.7% | -34.2% | -3.1% |
| 10Y | +92.3% | +231.7% | -139.4% | +54.7% |
| All | +1,257.9% | +4,058.7% | -2,800.9% | +857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling