+2.2%
ROP vs RBA
+45.7%
-43.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +28.8% | +8.3% | +20.4% | +26.6% |
| 3M | +21.1% | +10.5% | +10.5% | +18.4% |
| 6M | +52.5% | -5.9% | +58.4% | +53.2% |
| YTD | +8.9% | -6.9% | +15.7% | +9.4% |
| 1Y | +8.2% | -4.9% | +13.1% | +8.3% |
| 3Y | -5.2% | +64.5% | -69.6% | -14.7% |
| All | +2.2% | +45.7% | -43.6% | -2.6% |
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