+209.9%
RBA vs FIVE
+535.9%
-326.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +9.0% | +17.4% | -8.4% | +6.4% |
| 3M | +7.2% | +7.0% | +0.1% | +5.8% |
| 6M | -7.8% | +20.5% | -28.2% | -11.0% |
| YTD | -6.4% | +33.1% | -39.5% | -11.4% |
| 1Y | -4.2% | +67.1% | -71.3% | -12.5% |
| 3Y | +64.1% | +41.9% | +22.2% | +48.0% |
| 5Y | +48.4% | +21.1% | +27.3% | +34.5% |
| 10Y | +209.9% | +518.8% | -308.9% | +101.5% |
| All | +209.9% | +535.9% | -326.0% | +101.5% |
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