+20.0%
ON vs RBA
+45.7%
-25.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.6% | -4.0% |
| 7D | +12.2% | +1.7% | +10.5% | +11.5% |
| 30D | -3.1% | +8.3% | -11.5% | -6.5% |
| 3M | -12.9% | +10.5% | -23.4% | -16.8% |
| 6M | -38.6% | -5.9% | -32.7% | -37.8% |
| YTD | +31.2% | -6.9% | +38.1% | +32.3% |
| 1Y | +47.6% | -4.9% | +52.5% | +47.4% |
| 3Y | +6.6% | +64.5% | -57.8% | -15.0% |
| All | +20.0% | +45.7% | -25.7% | +2.5% |
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