+237.3%
P vs RBA
+48.6%
+188.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.3% | -16.1% | -16.3% |
| 7D | -31.9% | +7.3% | -39.2% | -33.5% |
| 30D | -36.5% | +16.9% | -53.5% | -39.8% |
| 3M | +11.6% | -0.5% | +12.1% | +11.1% |
| 6M | +25.2% | -10.4% | +35.6% | +27.7% |
| YTD | +39.4% | -7.2% | +46.7% | +40.3% |
| 1Y | -3.7% | -2.2% | -1.4% | -4.9% |
| 3Y | +167.3% | +43.7% | +123.5% | +130.3% |
| 5Y | +237.3% | +38.7% | +198.7% | +194.6% |
| All | +237.3% | +48.6% | +188.7% | +194.6% |
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