+224.0%
SAP vs RBA
+225.5%
-1.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | +1.5% | +3.2% | -1.7% | +0.6% |
| 30D | +8.8% | +12.0% | -3.2% | +5.3% |
| 3M | +12.1% | +2.9% | +9.2% | +10.9% |
| 6M | +34.6% | -6.3% | +40.8% | +35.9% |
| YTD | -2.1% | -5.9% | +3.8% | -1.7% |
| 1Y | -5.5% | -3.9% | -1.7% | -5.7% |
| 3Y | +67.4% | +64.9% | +2.6% | +42.0% |
| 5Y | +74.6% | +48.5% | +26.1% | +48.5% |
| 10Y | +224.0% | +211.8% | +12.2% | +110.9% |
| All | +224.0% | +225.5% | -1.4% | +110.9% |
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