+96.4%
NI vs RBA
+44.6%
+51.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | +2.3% | -1.1% | +3.3% | +2.5% |
| 30D | -1.7% | -13.2% | +11.5% | +0.7% |
| 3M | -8.0% | -21.4% | +13.4% | -4.4% |
| 6M | -8.6% | -20.9% | +12.2% | -5.3% |
| YTD | +2.3% | -19.9% | +22.2% | +5.4% |
| 1Y | +6.9% | -28.7% | +35.6% | +12.5% |
| 3Y | +70.6% | +27.4% | +43.1% | +58.5% |
| 5Y | +96.4% | +41.7% | +54.6% | +79.0% |
| All | +96.4% | +44.6% | +51.8% | +79.0% |
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