+2,726.6%
SU vs RBA
+4,075.0%
-1,348.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | -7.9% | +8.3% | -16.2% | -10.6% |
| 3M | +7.5% | +10.5% | -3.0% | +3.4% |
| 6M | +7.2% | -5.9% | +13.1% | +7.5% |
| YTD | +60.9% | -6.9% | +67.8% | +60.4% |
| 1Y | +63.6% | -4.9% | +68.5% | +61.7% |
| 3Y | +128.9% | +64.5% | +64.4% | +83.2% |
| 5Y | +228.3% | +46.1% | +182.2% | +164.3% |
| 10Y | +240.6% | +208.2% | +32.3% | +98.5% |
| All | +2,726.6% | +4,075.0% | -1,348.4% | +978.4% |
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