+43.7%
RF vs RBA
+48.6%
-4.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.6% | +7.3% | -9.0% | -3.7% |
| 30D | +5.0% | +16.9% | -11.9% | +0.2% |
| 3M | -10.0% | -0.5% | -9.5% | -10.1% |
| 6M | +3.3% | -10.4% | +13.7% | +5.6% |
| YTD | +7.9% | -7.2% | +15.2% | +8.7% |
| 1Y | +21.2% | -2.2% | +23.5% | +20.2% |
| 3Y | +105.8% | +43.7% | +62.1% | +83.9% |
| 5Y | +43.7% | +38.7% | +5.1% | +33.5% |
| All | +43.7% | +48.6% | -4.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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