-10.3%
M vs RBA
+37.7%
-47.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.1% |
| 7D | -4.3% | +4.3% | -8.5% | -5.8% |
| 30D | +1.3% | +16.3% | -15.0% | -4.7% |
| 3M | -7.4% | +1.3% | -8.7% | -8.1% |
| 6M | +18.3% | -11.1% | +29.4% | +23.0% |
| YTD | +7.6% | -8.5% | +16.0% | +9.6% |
| 1Y | +17.4% | -2.1% | +19.5% | +16.4% |
| 3Y | +108.4% | +44.6% | +63.8% | +76.3% |
| All | -10.3% | +37.7% | -47.9% | -15.9% |
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 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