+91.1%
RSG vs RBA
+39.8%
+51.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | +3.7% | -13.0% | +16.6% | +5.7% |
| 3M | +6.2% | -23.1% | +29.3% | +10.0% |
| 6M | -2.8% | -22.6% | +19.8% | +0.5% |
| YTD | +5.9% | -20.4% | +26.3% | +8.7% |
| 1Y | -1.8% | -29.6% | +27.8% | +2.8% |
| 3Y | +57.5% | +26.6% | +30.9% | +50.0% |
| 5Y | +91.1% | +38.2% | +52.9% | +77.0% |
| All | +91.1% | +39.8% | +51.3% | +77.0% |
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