+2,036.2%
SO vs RBA
+4,058.7%
-2,022.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +0.4% | +7.3% | -7.0% | -0.3% |
| 30D | +9.2% | +16.9% | -7.7% | +7.6% |
| 3M | +1.1% | -0.5% | +1.6% | +1.0% |
| 6M | -1.1% | -10.4% | +9.4% | -0.3% |
| YTD | +9.7% | -7.2% | +16.9% | +9.8% |
| 1Y | +5.5% | -2.2% | +7.7% | +5.0% |
| 3Y | +47.0% | +43.7% | +3.3% | +40.1% |
| 5Y | +77.6% | +38.7% | +38.9% | +68.4% |
| 10Y | +181.0% | +231.7% | -50.7% | +143.6% |
| All | +2,036.2% | +4,058.7% | -2,022.6% | +1,753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling