+130.8%
SLB vs RBA
+45.3%
+85.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | -2.9% | +3.8% | +1.4% |
| 30D | +15.8% | -12.3% | +28.1% | +18.5% |
| 3M | -0.3% | -20.5% | +20.2% | +3.5% |
| 6M | +21.3% | -18.5% | +39.9% | +25.3% |
| YTD | +52.3% | -18.2% | +70.5% | +56.9% |
| 1Y | +63.6% | -27.5% | +91.1% | +72.3% |
| 3Y | +3.8% | +38.1% | -34.3% | -1.1% |
| All | +130.8% | +45.3% | +85.5% | +123.4% |
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