+57.8%
T vs RBA
+45.7%
+12.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | -3.8% | +8.3% | -12.1% | -4.4% |
| 3M | -8.7% | +10.5% | -19.3% | -9.6% |
| 6M | -8.1% | -5.9% | -2.3% | -7.8% |
| YTD | -6.4% | -6.9% | +0.4% | -6.5% |
| 1Y | -9.8% | -4.9% | -4.9% | -10.1% |
| 3Y | +65.5% | +64.5% | +1.0% | +55.7% |
| All | +57.8% | +45.7% | +12.1% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling