+47.9%
SO vs RBA
+42.3%
+5.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.0% |
| 7D | -1.5% | +4.3% | -5.7% | -1.7% |
| 30D | +8.1% | +16.3% | -8.2% | +7.2% |
| 3M | +0.2% | +1.3% | -1.1% | 0.0% |
| 6M | +0.4% | -11.1% | +11.5% | +0.8% |
| YTD | +8.5% | -8.5% | +17.0% | +8.3% |
| 1Y | +4.9% | -2.1% | +7.1% | +4.0% |
| 3Y | +47.9% | +44.6% | +3.3% | +42.2% |
| All | +47.9% | +42.3% | +5.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling