+2,644.5%
SU vs RBA
+3,492.7%
-848.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | +13.7% | -13.2% | +26.9% | +18.8% |
| 3M | +8.0% | -21.4% | +29.4% | +15.5% |
| 6M | +21.0% | -20.9% | +41.9% | +28.6% |
| YTD | +56.2% | -19.9% | +76.1% | +64.3% |
| 1Y | +72.2% | -28.7% | +100.9% | +87.9% |
| 3Y | +118.1% | +27.4% | +90.7% | +90.3% |
| 5Y | +350.3% | +41.7% | +308.6% | +265.7% |
| 10Y | +248.5% | +189.6% | +58.9% | +107.4% |
| All | +2,644.5% | +3,492.7% | -848.2% | +1,005.0% |
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