+14.7%
RRX vs RBA
+47.6%
-32.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +6.0% |
| 7D | +12.3% | +2.5% | +9.8% | +11.2% |
| 30D | +9.5% | +11.6% | -2.0% | +4.7% |
| 3M | +1.8% | +1.5% | +0.3% | +0.7% |
| 6M | -15.3% | -6.6% | -8.7% | -13.0% |
| YTD | +29.6% | -6.3% | +35.8% | +32.6% |
| 1Y | +34.1% | -4.0% | +38.0% | +36.0% |
| 3Y | +74.0% | +47.3% | +26.8% | +53.0% |
| 5Y | +14.7% | +47.7% | -33.0% | +4.4% |
| All | +14.7% | +47.6% | -32.9% | +4.4% |
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