+70.3%
SLB vs RBA
+48.5%
+21.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.3% | +3.2% | -7.5% | -4.8% |
| 30D | +1.9% | +12.0% | -10.1% | -0.3% |
| 3M | -5.7% | +2.9% | -8.6% | -6.4% |
| 6M | -5.3% | -6.3% | +0.9% | -4.8% |
| YTD | +32.2% | -5.9% | +38.0% | +32.5% |
| 1Y | +38.5% | -3.9% | +42.4% | +38.2% |
| 3Y | +1.1% | +64.9% | -63.8% | -6.7% |
| 5Y | +70.3% | +48.5% | +21.8% | +72.7% |
| All | +70.3% | +48.5% | +21.8% | +72.7% |
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 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