+2.3%
RBA vs SARO
-23.7%
+26.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -3.3% | -4.0% | +0.7% | -2.3% |
| 30D | -9.8% | -16.1% | +6.3% | -6.0% |
| 3M | -23.5% | -4.5% | -18.9% | -22.9% |
| 6M | -21.5% | -17.0% | -4.5% | -18.6% |
| YTD | -21.2% | -17.5% | -3.6% | -18.2% |
| 1Y | -30.2% | -12.3% | -17.9% | -28.8% |
| All | +2.3% | -23.7% | +26.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling