-2.1%
RBA vs FIVE
+55.9%
-58.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.8% |
| 3M | +1.3% | +4.0% | -2.7% | +0.8% |
| 6M | -11.1% | +2.6% | -13.7% | -10.7% |
| YTD | -8.5% | +27.6% | -36.0% | -13.5% |
| 1Y | -2.1% | +59.9% | -62.1% | -13.2% |
| All | -2.1% | +55.9% | -58.0% | -13.2% |
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 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