+224.6%
ESI vs RBA
+460.2%
-235.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +3.3% | -2.9% | +6.3% | +4.5% |
| 30D | -5.9% | -12.3% | +6.4% | -1.4% |
| 3M | -14.1% | -20.5% | +6.4% | -7.2% |
| 6M | +6.6% | -18.5% | +25.1% | +14.1% |
| YTD | +45.0% | -18.2% | +63.3% | +54.2% |
| 1Y | +41.5% | -27.5% | +69.0% | +57.4% |
| 3Y | +78.8% | +38.1% | +40.7% | +53.2% |
| 5Y | +70.9% | +44.8% | +26.1% | +39.1% |
| 10Y | +317.1% | +187.1% | +129.9% | +138.0% |
| All | +224.6% | +460.2% | -235.5% | +59.0% |
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