+70.3%
SE vs RBA
+42.3%
+28.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | +2.0% | +4.3% | -2.3% | +1.1% |
| 30D | -20.0% | +16.3% | -36.3% | -22.7% |
| 3M | -31.8% | +1.3% | -33.1% | -32.1% |
| 6M | -15.9% | -11.1% | -4.8% | -14.5% |
| YTD | -40.6% | -8.5% | -32.2% | -40.4% |
| 1Y | -50.7% | -2.1% | -48.6% | -51.4% |
| 3Y | +70.3% | +44.6% | +25.7% | +62.5% |
| All | +70.3% | +42.3% | +28.0% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling