+48.5%
RBA vs FIVE
+18.8%
+29.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.2% | +7.3% | -4.1% | +2.5% |
| 30D | +12.0% | +18.1% | -6.0% | +10.2% |
| 3M | +2.9% | +7.7% | -4.8% | +1.9% |
| 6M | -6.3% | +13.6% | -19.9% | -7.9% |
| YTD | -5.9% | +34.6% | -40.5% | -9.4% |
| 1Y | -3.9% | +66.2% | -70.1% | -9.6% |
| 3Y | +64.9% | +43.5% | +21.4% | +54.9% |
| 5Y | +48.5% | +20.7% | +27.8% | +47.9% |
| All | +48.5% | +18.8% | +29.7% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling