+33.2%
Q vs RBA
-5.4%
+38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +6.6% | +0.6% | +5.9% | +6.3% |
| 30D | +2.7% | +9.0% | -6.2% | -0.2% |
| 3M | -8.4% | +7.2% | -15.5% | -10.3% |
| 6M | -17.3% | -7.8% | -9.6% | -14.8% |
| YTD | +55.3% | -6.4% | +61.7% | +53.1% |
| 1Y | +31.5% | -4.2% | +35.6% | +27.1% |
| All | +33.2% | -5.4% | +38.5% | +29.0% |
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