+39.5%
PL vs RBA
+48.5%
-9.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +5.6% | +3.2% | +2.4% | +4.2% |
| 30D | -16.9% | +12.0% | -28.9% | -21.4% |
| 3M | -38.2% | +2.9% | -41.1% | -39.5% |
| 6M | -63.4% | -6.3% | -57.2% | -63.1% |
| YTD | -27.6% | -5.9% | -21.8% | -27.7% |
| 1Y | +6.6% | -3.9% | +10.5% | +5.6% |
| 3Y | +557.6% | +64.9% | +492.7% | +412.4% |
| 5Y | +39.5% | +48.5% | -9.0% | +33.1% |
| All | +39.5% | +48.5% | -9.0% | +33.1% |
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