-5.1%
SAP vs RBA
-5.8%
+0.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +6.5% | +8.3% | -1.8% | +4.4% |
| 3M | +12.2% | +10.5% | +1.7% | +9.3% |
| 6M | +46.1% | -5.9% | +51.9% | +46.4% |
| YTD | -1.6% | -6.9% | +5.2% | -1.4% |
| 1Y | -5.1% | -4.9% | -0.3% | -5.7% |
| All | -5.1% | -5.8% | +0.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling