+86.2%
SU vs RBA
-2.0%
+88.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.4% |
| 7D | -7.1% | +12.7% | -19.7% | -6.5% |
| 30D | +4.8% | +15.5% | -10.8% | +5.5% |
| 3M | +12.5% | -14.0% | +26.5% | +11.4% |
| 6M | +6.5% | -8.8% | +15.3% | +6.0% |
| YTD | +65.8% | -6.9% | +72.7% | +65.6% |
| 1Y | +86.2% | -3.0% | +89.1% | +85.5% |
| All | +86.2% | -2.0% | +88.1% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling