+33.7%
RBA vs FIVE
+50.0%
-16.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | 0.0% |
| 7D | -2.9% | +4.3% | -7.2% | -3.2% |
| 30D | -12.3% | +12.5% | -24.8% | -12.9% |
| 3M | -20.5% | +31.2% | -51.8% | -21.9% |
| 6M | -18.5% | +14.4% | -32.9% | -19.5% |
| YTD | -18.2% | +33.9% | -52.1% | -20.1% |
| 1Y | -27.5% | +65.1% | -92.6% | -30.2% |
| All | +33.7% | +50.0% | -16.3% | +23.6% |
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