+112.5%
NET vs RBA
+45.3%
+67.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | -2.9% | -4.0% | -5.6% |
| 30D | -4.8% | -12.3% | +7.5% | +1.5% |
| 3M | +3.8% | -20.5% | +24.4% | +14.6% |
| 6M | +50.0% | -18.5% | +68.6% | +62.5% |
| YTD | +41.5% | -18.2% | +59.7% | +51.7% |
| 1Y | +32.8% | -27.5% | +60.3% | +51.8% |
| 3Y | +335.9% | +38.1% | +297.8% | +228.9% |
| All | +112.5% | +45.3% | +67.2% | +31.6% |
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