-4.3%
RBA vs FIVE
+63.1%
-67.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +2.2% |
| 7D | +2.5% | +6.2% | -3.7% | +2.2% |
| 30D | +11.6% | +18.2% | -6.6% | +11.0% |
| 3M | +1.5% | +3.8% | -2.3% | +1.0% |
| 6M | -6.6% | +13.7% | -20.4% | -7.2% |
| YTD | -6.3% | +34.7% | -41.0% | -11.3% |
| All | -4.3% | +63.1% | -67.4% | -14.2% |
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