+284.7%
P vs RBA
+45.7%
+239.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.2% |
| 7D | +11.6% | +1.7% | +9.9% | +11.0% |
| 30D | -23.7% | +8.3% | -32.0% | -25.9% |
| 3M | -8.0% | +10.5% | -18.5% | -11.3% |
| 6M | +27.9% | -5.9% | +33.8% | +28.1% |
| YTD | +61.2% | -6.9% | +68.0% | +61.9% |
| 1Y | +28.6% | -4.9% | +33.5% | +28.2% |
| 3Y | +200.5% | +64.5% | +136.0% | +146.6% |
| All | +284.7% | +45.7% | +239.0% | +256.5% |
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