-11.8%
ROP vs RBA
+45.3%
-57.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | +3.2% | -12.3% | +15.5% | +5.8% |
| 3M | +23.1% | -20.5% | +43.6% | +28.1% |
| 6M | +13.3% | -18.5% | +31.9% | +17.1% |
| YTD | -7.9% | -18.2% | +10.4% | -4.9% |
| 1Y | -22.1% | -27.5% | +5.4% | -17.7% |
| 3Y | -16.8% | +38.1% | -54.9% | -22.5% |
| All | -11.8% | +45.3% | -57.1% | -21.2% |
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