+238.6%
P vs RBA
+37.7%
+201.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.9% |
| 7D | -23.8% | +4.3% | -28.1% | -25.0% |
| 30D | -36.6% | +16.3% | -52.9% | -39.9% |
| 3M | +10.9% | +1.3% | +9.6% | +9.7% |
| 6M | +30.0% | -11.1% | +41.1% | +32.8% |
| YTD | +44.4% | -8.5% | +52.8% | +45.8% |
| 1Y | +3.9% | -2.1% | +6.1% | +2.4% |
| 3Y | +176.6% | +44.6% | +132.0% | +136.6% |
| All | +238.6% | +37.7% | +201.0% | +207.8% |
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