+48.4%
RSP vs RBA
+46.2%
+2.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +3.5% | +6.8% | -3.4% | +1.8% |
| 3M | +0.2% | +9.5% | -9.2% | -2.0% |
| 6M | +9.1% | -8.2% | +17.3% | +10.4% |
| YTD | +16.6% | -7.7% | +24.3% | +17.2% |
| 1Y | +17.9% | -6.9% | +24.8% | +18.2% |
| 3Y | +64.6% | +61.6% | +3.0% | +44.2% |
| 5Y | +48.4% | +44.7% | +3.7% | +36.7% |
| All | +48.4% | +46.2% | +2.2% | +36.7% |
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