-11.4%
F vs RBA
+48.6%
-60.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.4% | +7.3% | -6.0% | -0.7% |
| 30D | +2.0% | +16.9% | -14.9% | -2.7% |
| 3M | -10.4% | -0.5% | -9.9% | -10.5% |
| 6M | +9.7% | -10.4% | +20.1% | +12.3% |
| YTD | -1.2% | -7.2% | +6.0% | -0.8% |
| 1Y | 0.0% | -2.2% | +2.3% | -1.3% |
| 3Y | +41.1% | +43.7% | -2.6% | +21.7% |
| 5Y | -11.4% | +38.7% | -50.1% | -30.3% |
| All | -11.4% | +48.6% | -60.1% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling