+24.9%
ESI vs RBA
-5.8%
+30.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | +5.5% | +1.7% | +3.8% | +5.2% |
| 30D | -7.8% | +8.3% | -16.1% | -9.2% |
| 3M | -15.0% | +10.5% | -25.6% | -16.8% |
| 6M | -24.9% | -5.9% | -19.0% | -24.1% |
| YTD | +33.2% | -6.9% | +40.1% | +25.6% |
| 1Y | +24.9% | -4.9% | +29.8% | +14.9% |
| All | +24.9% | -5.8% | +30.8% | +14.9% |
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