+64.5%
RBA vs FIVE
+40.0%
+24.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.7% | +2.7% | -0.9% | +1.6% |
| 30D | +8.3% | +12.7% | -4.3% | +7.6% |
| 3M | +10.5% | +2.1% | +8.5% | +10.3% |
| 6M | -5.9% | +17.5% | -23.3% | -7.0% |
| YTD | -6.9% | +31.0% | -37.8% | -8.8% |
| 1Y | -4.9% | +67.7% | -72.6% | -8.3% |
| 3Y | +64.5% | +43.4% | +21.1% | +51.9% |
| All | +64.5% | +40.0% | +24.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling