-45.9%
SMR vs RBA
+97.2%
-143.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +6.2% |
| 7D | +1.7% | +2.5% | -0.8% | +0.7% |
| 30D | -24.4% | +11.6% | -36.0% | -27.7% |
| 3M | -44.6% | +1.5% | -46.1% | -45.2% |
| 6M | -56.7% | -6.6% | -50.0% | -56.3% |
| YTD | -61.6% | -6.3% | -55.4% | -61.2% |
| 1Y | -82.1% | -4.0% | -78.1% | -82.0% |
| 3Y | +161.5% | +47.3% | +114.3% | +136.6% |
| All | -45.9% | +97.2% | -143.2% | -50.7% |
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