+265.7%
RMBS vs RBA
+44.6%
+221.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | +3.0% | -1.1% | +4.0% | +3.3% |
| 30D | -14.4% | -13.2% | -1.2% | -10.1% |
| 3M | -42.8% | -21.4% | -21.5% | -38.3% |
| 6M | -1.4% | -20.9% | +19.5% | +6.4% |
| YTD | -5.4% | -19.9% | +14.4% | +1.8% |
| 1Y | +18.6% | -28.7% | +47.2% | +32.7% |
| 3Y | +57.3% | +27.4% | +29.9% | +49.7% |
| 5Y | +265.7% | +41.7% | +224.0% | +225.1% |
| All | +265.7% | +44.6% | +221.1% | +225.1% |
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