+124.8%
SPOT vs RBA
+48.5%
+76.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.0% | +3.2% | -2.2% | -0.2% |
| 30D | +14.6% | +12.0% | +2.6% | +9.7% |
| 3M | +18.4% | +2.9% | +15.6% | +16.9% |
| 6M | +45.1% | -6.3% | +51.3% | +46.2% |
| YTD | +4.4% | -5.9% | +10.3% | +4.8% |
| 1Y | -2.7% | -3.9% | +1.2% | -3.2% |
| 3Y | +254.6% | +64.9% | +189.7% | +181.1% |
| 5Y | +124.8% | +48.5% | +76.3% | +90.3% |
| All | +124.8% | +48.5% | +76.3% | +90.3% |
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