+62.5%
SLB vs RBA
+37.7%
+24.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -7.1% | +4.3% | -11.4% | -7.9% |
| 30D | +4.1% | +16.3% | -12.2% | +1.0% |
| 3M | -2.6% | +1.3% | -4.0% | -3.1% |
| 6M | -8.6% | -11.1% | +2.5% | -7.0% |
| YTD | +32.2% | -8.5% | +40.7% | +33.2% |
| 1Y | +40.7% | -2.1% | +42.8% | +39.8% |
| 3Y | -4.5% | +44.6% | -49.1% | -10.3% |
| All | +62.5% | +37.7% | +24.9% | +65.4% |
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