+1,225.8%
ES vs RBA
+3,565.6%
-2,339.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | -2.0% | -12.3% | +10.3% | -0.1% |
| 3M | +1.7% | -20.5% | +22.2% | +4.8% |
| 6M | -3.5% | -18.5% | +15.0% | -1.1% |
| YTD | +7.9% | -18.2% | +26.1% | +10.3% |
| 1Y | +17.2% | -27.5% | +44.7% | +21.8% |
| 3Y | +29.3% | +38.1% | -8.8% | +21.5% |
| 5Y | -5.7% | +44.8% | -50.5% | -13.1% |
| 10Y | +85.2% | +187.1% | -101.9% | +52.1% |
| All | +1,225.8% | +3,565.6% | -2,339.7% | +853.0% |
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