-78.2%
SE vs RBA
+46.2%
-124.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -1.5% | -0.5% | -0.9% | -1.3% |
| 30D | -22.3% | +6.8% | -29.2% | -24.2% |
| 3M | -41.8% | +9.5% | -51.3% | -43.8% |
| 6M | -22.4% | -8.2% | -14.2% | -21.4% |
| YTD | -41.6% | -7.7% | -33.8% | -41.3% |
| 1Y | -48.0% | -6.9% | -41.1% | -48.0% |
| 3Y | +63.9% | +61.6% | +2.2% | +28.0% |
| 5Y | -78.2% | +44.7% | -122.9% | -82.5% |
| All | -78.2% | +46.2% | -124.4% | -82.5% |
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