+14.9%
O vs RBA
+45.3%
-30.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | -1.9% | -12.3% | +10.4% | -0.2% |
| 3M | +3.8% | -20.5% | +24.4% | +6.8% |
| 6M | -4.7% | -18.5% | +13.8% | -2.5% |
| YTD | +12.5% | -18.2% | +30.7% | +14.7% |
| 1Y | +10.8% | -27.5% | +38.3% | +15.1% |
| 3Y | +28.8% | +38.1% | -9.3% | +19.0% |
| All | +14.9% | +45.3% | -30.3% | +6.0% |
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