+20.0%
ESI vs RBA
-4.2%
+24.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.6% |
| 7D | -3.5% | +2.5% | -6.0% | -4.0% |
| 30D | -9.3% | +11.6% | -20.8% | -11.4% |
| 3M | -12.8% | +1.5% | -14.3% | -12.2% |
| 6M | -24.6% | -6.6% | -18.0% | -23.3% |
| YTD | +32.7% | -6.3% | +39.0% | +25.0% |
| All | +20.0% | -4.2% | +24.1% | +10.2% |
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 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