+1,115.8%
RSP vs RBA
+2,483.8%
-1,368.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -1.0% | +4.3% | -5.3% | -2.2% |
| 30D | +2.6% | +16.3% | -13.7% | -2.0% |
| 3M | -0.8% | +1.3% | -2.1% | -1.5% |
| 6M | +6.3% | -11.1% | +17.3% | +8.8% |
| YTD | +14.1% | -8.5% | +22.6% | +15.2% |
| 1Y | +18.0% | -2.1% | +20.1% | +16.7% |
| 3Y | +61.0% | +44.6% | +16.5% | +39.8% |
| 5Y | +45.6% | +36.8% | +8.8% | +25.2% |
| 10Y | +220.2% | +227.3% | -7.1% | +100.7% |
| All | +1,115.8% | +2,483.8% | -1,368.1% | +367.3% |
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