+78.7%
SO vs RBA
+45.7%
+33.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.4% | +1.7% | -0.4% | +1.2% |
| 30D | +4.7% | +8.3% | -3.6% | +3.7% |
| 3M | +1.7% | +10.5% | -8.9% | +0.4% |
| 6M | +2.2% | -5.9% | +8.0% | +2.4% |
| YTD | +10.0% | -6.9% | +16.8% | +9.9% |
| 1Y | +6.0% | -4.9% | +10.9% | +5.6% |
| 3Y | +54.1% | +64.5% | -10.3% | +39.8% |
| All | +78.7% | +45.7% | +33.0% | +68.6% |
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