+38.7%
RBA vs RACE
+65.1%
-26.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +7.3% | +5.7% | +1.7% | +5.9% |
| 30D | +16.9% | +9.3% | +7.7% | +14.4% |
| 3M | -0.5% | +3.8% | -4.3% | -1.5% |
| 6M | -10.4% | +29.8% | -40.2% | -16.3% |
| YTD | -7.2% | +15.6% | -22.8% | -11.4% |
| 1Y | -2.2% | +5.1% | -7.3% | -4.3% |
| 3Y | +43.7% | +30.8% | +12.9% | +26.3% |
| 5Y | +38.7% | +67.4% | -28.7% | +12.0% |
| All | +38.7% | +65.1% | -26.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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