-3.0%
RBA vs FIVE
+63.3%
-66.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +1.8% |
| 7D | +12.7% | +7.5% | +5.2% | +12.3% |
| 30D | +15.5% | +16.7% | -1.2% | +14.9% |
| 3M | -14.0% | +13.4% | -27.4% | -14.8% |
| 6M | -8.8% | +9.0% | -17.9% | -8.8% |
| YTD | -6.9% | +33.8% | -40.7% | -12.5% |
| 1Y | -3.0% | +61.2% | -64.1% | -13.8% |
| All | -3.0% | +63.3% | -66.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling