+1,127.7%
RSP vs RBA
+2,208.1%
-1,080.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | -2.9% | +2.2% | +0.1% |
| 30D | -0.3% | -12.3% | +12.0% | +3.3% |
| 3M | +4.3% | -20.5% | +24.8% | +10.6% |
| 6M | +8.8% | -18.5% | +27.4% | +14.3% |
| YTD | +15.3% | -18.2% | +33.5% | +20.5% |
| 1Y | +18.3% | -27.5% | +45.8% | +27.9% |
| 3Y | +52.8% | +38.1% | +14.7% | +34.5% |
| 5Y | +51.7% | +44.8% | +6.9% | +28.0% |
| 10Y | +208.5% | +187.1% | +21.3% | +101.2% |
| All | +1,127.7% | +2,208.1% | -1,080.4% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling