-70.8%
S vs RBA
+46.2%
-117.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.6% |
| 7D | +4.1% | -0.5% | +4.6% | +4.4% |
| 30D | -7.2% | +6.8% | -14.0% | -10.1% |
| 3M | 0.0% | +9.5% | -9.5% | -4.3% |
| 6M | +41.6% | -8.2% | +49.8% | +44.8% |
| YTD | +48.6% | -7.7% | +56.3% | +50.2% |
| 1Y | +30.0% | -6.9% | +37.0% | +30.7% |
| 3Y | +42.2% | +61.6% | -19.5% | +6.4% |
| 5Y | -70.8% | +44.7% | -115.5% | -74.7% |
| All | -70.8% | +46.2% | -117.0% | -74.7% |
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