+41.5%
ESI vs RBA
-26.5%
+68.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +3.3% | -2.9% | +6.3% | +4.2% |
| 30D | -5.9% | -12.3% | +6.4% | -1.9% |
| 3M | -14.1% | -20.5% | +6.4% | -8.5% |
| 6M | +6.6% | -18.5% | +25.1% | +11.9% |
| YTD | +45.0% | -18.2% | +63.3% | +49.1% |
| 1Y | +41.5% | -27.5% | +69.0% | +50.4% |
| All | +41.5% | -26.5% | +68.0% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling