+502.0%
RBA vs FIVE
+826.1%
-324.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.2% |
| 7D | +7.3% | -1.7% | +9.1% | +7.5% |
| 30D | +16.9% | +14.9% | +2.0% | +14.8% |
| 3M | -0.5% | +7.6% | -8.1% | -1.8% |
| 6M | -10.4% | +6.4% | -16.8% | -11.8% |
| YTD | -7.2% | +28.1% | -35.3% | -11.3% |
| 1Y | -2.2% | +54.7% | -57.0% | -8.9% |
| 3Y | +43.7% | +36.1% | +7.7% | +31.2% |
| 5Y | +38.7% | +14.9% | +23.8% | +27.1% |
| 10Y | +231.7% | +578.8% | -347.1% | +132.6% |
| All | +502.0% | +826.1% | -324.1% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling