+44.1%
IR vs RBA
+37.7%
+6.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +3.7% | +4.3% | -0.6% | +2.2% |
| 30D | +7.4% | +16.3% | -8.9% | +1.8% |
| 3M | -5.9% | +1.3% | -7.2% | -6.7% |
| 6M | +5.6% | -11.1% | +16.6% | +8.9% |
| YTD | +4.8% | -8.5% | +13.3% | +6.7% |
| 1Y | +6.9% | -2.1% | +9.1% | +6.3% |
| 3Y | +27.6% | +44.6% | -17.0% | +11.3% |
| All | +44.1% | +37.7% | +6.5% | +37.4% |
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