+161.8%
MAR vs RBA
+45.3%
+116.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.2% | -2.9% | -1.2% | -3.3% |
| 30D | -6.7% | -12.3% | +5.6% | -3.3% |
| 3M | -12.5% | -20.5% | +8.0% | -7.6% |
| 6M | +0.6% | -18.5% | +19.1% | +5.2% |
| YTD | +9.1% | -18.2% | +27.3% | +13.5% |
| 1Y | +26.2% | -27.5% | +53.7% | +36.3% |
| 3Y | +68.2% | +38.1% | +30.1% | +48.5% |
| All | +161.8% | +45.3% | +116.6% | +128.1% |
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