+44.1%
RBA vs RACE
+65.0%
-20.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +4.3% | +5.1% | -0.8% | +3.0% |
| 30D | +16.3% | +7.7% | +8.6% | +14.2% |
| 3M | +1.3% | +2.2% | -0.9% | +0.7% |
| 6M | -11.1% | +23.8% | -34.8% | -15.9% |
| YTD | -8.5% | +13.9% | -22.4% | -12.3% |
| 1Y | -2.1% | +3.8% | -5.9% | -3.9% |
| 3Y | +44.6% | +28.0% | +16.5% | +27.8% |
| All | +44.1% | +65.0% | -20.9% | +16.6% |
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