+224.7%
RBA vs FIVE
+596.6%
-371.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +1.6% |
| 7D | +2.5% | +6.2% | -3.7% | +1.6% |
| 30D | +11.6% | +18.2% | -6.6% | +8.8% |
| 3M | +1.5% | +3.8% | -2.3% | +0.6% |
| 6M | -6.6% | +13.7% | -20.4% | -9.2% |
| YTD | -6.3% | +34.7% | -41.0% | -11.4% |
| 1Y | -4.0% | +66.6% | -70.6% | -12.3% |
| 3Y | +47.3% | +44.3% | +3.0% | +32.4% |
| 5Y | +47.7% | +18.8% | +28.9% | +34.3% |
| 10Y | +224.7% | +569.2% | -344.5% | +108.2% |
| All | +224.7% | +596.6% | -371.8% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling