+125.7%
SU vs RBA
+26.3%
+99.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.7% |
| 7D | +1.6% | -1.9% | +3.5% | +1.8% |
| 30D | +10.7% | -13.0% | +23.7% | +12.3% |
| 3M | +13.5% | -23.1% | +36.6% | +16.1% |
| 6M | +21.8% | -22.6% | +44.4% | +24.5% |
| YTD | +58.8% | -20.4% | +79.2% | +60.8% |
| 1Y | +72.0% | -29.6% | +101.6% | +78.4% |
| All | +125.7% | +26.3% | +99.4% | +115.8% |
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