-25.8%
NOW vs RBA
+48.5%
-74.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -8.7% | +3.2% | -12.0% | -9.7% |
| 30D | -29.3% | +12.0% | -41.3% | -32.3% |
| 3M | -21.8% | +2.9% | -24.7% | -23.0% |
| 6M | +9.2% | -6.3% | +15.5% | +10.4% |
| YTD | -35.0% | -5.9% | -29.1% | -35.1% |
| 1Y | -42.5% | -3.9% | -38.6% | -43.1% |
| 3Y | -21.5% | +64.9% | -86.4% | -37.9% |
| 5Y | -25.8% | +48.5% | -74.2% | -34.6% |
| All | -25.8% | +48.5% | -74.2% | -34.6% |
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