+430.6%
RBA vs FIVE
+868.1%
-437.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.3% |
| 7D | -2.9% | +4.3% | -7.2% | -3.5% |
| 30D | -12.3% | +12.5% | -24.8% | -13.8% |
| 3M | -20.5% | +31.2% | -51.8% | -23.6% |
| 6M | -18.5% | +14.4% | -32.9% | -20.7% |
| YTD | -18.2% | +33.9% | -52.1% | -22.1% |
| 1Y | -27.5% | +65.1% | -92.6% | -33.1% |
| 3Y | +38.1% | +49.0% | -10.9% | +24.5% |
| 5Y | +44.8% | +30.3% | +14.5% | +30.3% |
| 10Y | +187.1% | +481.1% | -294.0% | +103.8% |
| All | +430.6% | +868.1% | -437.5% | +260.1% |
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