+70.8%
SAP vs RBA
+37.7%
+33.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -0.7% | +4.3% | -4.9% | -1.7% |
| 30D | +11.1% | +16.3% | -5.2% | +6.8% |
| 3M | +17.0% | +1.3% | +15.7% | +16.4% |
| 6M | +34.8% | -11.1% | +45.9% | +37.9% |
| YTD | -2.2% | -8.5% | +6.2% | -1.1% |
| 1Y | -6.4% | -2.1% | -4.3% | -7.1% |
| 3Y | +75.1% | +44.6% | +30.6% | +56.5% |
| All | +70.8% | +37.7% | +33.1% | +54.5% |
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