+46.9%
IR vs RBA
+47.4%
-0.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +7.6% | +9.0% | -1.4% | +4.3% |
| 3M | +0.1% | +7.2% | -7.1% | -2.6% |
| 6M | +14.0% | -7.8% | +21.7% | +16.1% |
| YTD | +7.5% | -6.4% | +13.8% | +8.5% |
| 1Y | +10.1% | -4.2% | +14.3% | +10.3% |
| 3Y | +24.9% | +64.1% | -39.2% | +5.0% |
| 5Y | +46.9% | +48.4% | -1.5% | +38.0% |
| All | +46.9% | +47.4% | -0.5% | +38.0% |
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 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