+221.9%
RBA vs FIVE
+563.4%
-341.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +4.3% | -0.3% | +4.5% | +4.3% |
| 30D | +16.3% | +17.7% | -1.3% | +13.5% |
| 3M | +1.3% | +4.0% | -2.7% | +0.4% |
| 6M | -11.1% | +2.6% | -13.7% | -12.1% |
| YTD | -8.5% | +27.6% | -36.0% | -12.8% |
| 1Y | -2.1% | +59.9% | -62.1% | -10.1% |
| 3Y | +44.6% | +35.8% | +8.8% | +31.1% |
| 5Y | +36.8% | +14.4% | +22.4% | +25.0% |
| All | +221.9% | +563.4% | -341.6% | +108.3% |
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