+2,621.9%
SU vs RBA
+3,565.5%
-943.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.6% | -2.9% | +6.5% | +4.5% |
| 30D | +7.9% | -12.3% | +20.2% | +12.4% |
| 3M | +3.5% | -20.5% | +24.0% | +10.4% |
| 6M | +19.0% | -18.5% | +37.5% | +25.2% |
| YTD | +55.0% | -18.2% | +73.2% | +61.9% |
| 1Y | +71.2% | -27.5% | +98.7% | +85.8% |
| 3Y | +117.4% | +38.1% | +79.4% | +84.5% |
| 5Y | +335.2% | +44.8% | +290.4% | +250.9% |
| 10Y | +248.7% | +187.1% | +61.6% | +108.3% |
| All | +2,621.9% | +3,565.5% | -943.7% | +988.8% |
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 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