+126.8%
SU vs RBA
+61.6%
+65.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +0.3% | -0.5% | +0.9% | +0.4% |
| 30D | -7.9% | +6.8% | -14.7% | -8.5% |
| 3M | +9.2% | +9.5% | -0.3% | +8.0% |
| 6M | +5.5% | -8.2% | +13.7% | +5.8% |
| YTD | +59.5% | -7.7% | +67.2% | +58.7% |
| 1Y | +59.9% | -6.9% | +66.8% | +58.8% |
| All | +126.8% | +61.6% | +65.2% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling