+47.0%
RBA vs FIVE
+31.2%
+15.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.2% |
| 7D | -2.9% | +4.3% | -7.2% | -3.3% |
| 30D | -12.3% | +12.5% | -24.8% | -13.4% |
| 3M | -20.5% | +31.2% | -51.8% | -22.8% |
| 6M | -18.5% | +14.4% | -32.9% | -20.1% |
| YTD | -18.2% | +33.9% | -52.1% | -21.2% |
| 1Y | -27.5% | +65.1% | -92.6% | -31.8% |
| 3Y | +38.1% | +49.0% | -10.9% | +28.7% |
| All | +47.0% | +31.2% | +15.8% | +41.6% |
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 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