+182.6%
ESI vs RBA
+527.1%
-344.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | -8.5% | +4.3% | -12.8% | -10.0% |
| 30D | -15.7% | +16.3% | -32.0% | -20.8% |
| 3M | -18.2% | +1.3% | -19.6% | -19.4% |
| 6M | -28.8% | -11.1% | -17.8% | -26.8% |
| YTD | +26.3% | -8.5% | +34.7% | +27.8% |
| 1Y | +18.2% | -2.1% | +20.4% | +16.7% |
| 3Y | +68.1% | +44.6% | +23.5% | +40.9% |
| 5Y | +28.8% | +36.8% | -8.1% | +7.2% |
| 10Y | +329.8% | +227.3% | +102.5% | +131.8% |
| All | +182.6% | +527.1% | -344.5% | +31.9% |
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 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