+1,142.0%
RSP vs RBA
+2,504.3%
-1,362.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +3.5% | +6.8% | -3.4% | +1.4% |
| 3M | +0.2% | +9.5% | -9.2% | -2.7% |
| 6M | +9.1% | -8.2% | +17.3% | +10.7% |
| YTD | +16.6% | -7.7% | +24.3% | +17.5% |
| 1Y | +17.9% | -6.9% | +24.8% | +18.4% |
| 3Y | +64.6% | +61.6% | +3.0% | +38.6% |
| 5Y | +48.4% | +44.7% | +3.7% | +25.6% |
| 10Y | +212.9% | +205.3% | +7.6% | +100.4% |
| All | +1,142.0% | +2,504.3% | -1,362.2% | +376.3% |
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