-15.8%
F vs RBA
+37.7%
-53.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +1.6% | +4.3% | -2.7% | +0.3% |
| 30D | +2.6% | +16.3% | -13.7% | -2.0% |
| 3M | -8.8% | +1.3% | -10.1% | -9.4% |
| 6M | +4.6% | -11.1% | +15.7% | +7.4% |
| YTD | -1.9% | -8.5% | +6.6% | -1.1% |
| 1Y | -0.8% | -2.1% | +1.4% | -2.3% |
| 3Y | +43.5% | +44.6% | -1.1% | +22.7% |
| All | -15.8% | +37.7% | -53.5% | -29.3% |
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