+99.1%
RSG vs RBA
+45.7%
+53.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | +1.7% | +0.7% | +2.2% |
| 30D | +12.7% | +8.3% | +4.4% | +11.3% |
| 3M | +17.9% | +10.5% | +7.4% | +16.0% |
| 6M | +25.0% | -5.9% | +30.9% | +25.4% |
| YTD | +20.8% | -6.9% | +27.7% | +21.0% |
| 1Y | +24.3% | -4.9% | +29.1% | +23.9% |
| 3Y | +65.3% | +64.5% | +0.8% | +51.3% |
| All | +99.1% | +45.7% | +53.4% | +93.1% |
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