+59.8%
SO vs RBA
+45.3%
+14.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | -2.9% | +2.8% | +0.2% |
| 30D | -4.6% | -12.3% | +7.7% | -3.2% |
| 3M | -3.0% | -20.5% | +17.5% | -0.8% |
| 6M | -8.3% | -18.5% | +10.3% | -6.5% |
| YTD | +3.5% | -18.2% | +21.8% | +5.0% |
| 1Y | -0.9% | -27.5% | +26.6% | +2.1% |
| 3Y | +45.4% | +38.1% | +7.3% | +34.7% |
| All | +59.8% | +45.3% | +14.6% | +45.2% |
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 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