-0.4%
ROP vs RBA
+47.6%
-48.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | -1.6% | +2.5% | -4.2% | -2.1% |
| 30D | +29.5% | +11.6% | +18.0% | +26.6% |
| 3M | +17.5% | +1.5% | +16.0% | +16.9% |
| 6M | +38.1% | -6.6% | +44.7% | +38.9% |
| YTD | +7.0% | -6.3% | +13.2% | +7.4% |
| 1Y | +6.5% | -4.0% | +10.5% | +6.4% |
| 3Y | -5.5% | +47.3% | -52.7% | -13.5% |
| 5Y | -0.4% | +47.7% | -48.0% | -5.5% |
| All | -0.4% | +47.6% | -48.0% | -5.5% |
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