+177.0%
SAP vs RBA
+185.7%
-8.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | +9.0% | -12.3% | +21.3% | +12.9% |
| 3M | +14.9% | -20.5% | +35.5% | +21.8% |
| 6M | +11.9% | -18.5% | +30.4% | +17.6% |
| YTD | -9.9% | -18.2% | +8.3% | -5.7% |
| 1Y | -19.5% | -27.5% | +8.0% | -13.0% |
| 3Y | +61.8% | +38.1% | +23.7% | +43.9% |
| 5Y | +56.2% | +44.8% | +11.4% | +33.3% |
| All | +177.0% | +185.7% | -8.8% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling