+53.4%
T vs RBA
+37.7%
+15.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | +1.0% | +4.3% | -3.2% | +0.7% |
| 30D | -10.6% | +16.3% | -26.9% | -11.7% |
| 3M | -7.7% | +1.3% | -9.1% | -8.0% |
| 6M | -13.3% | -11.1% | -2.2% | -12.7% |
| YTD | -8.8% | -8.5% | -0.3% | -8.7% |
| 1Y | -8.4% | -2.1% | -6.3% | -9.0% |
| 3Y | +59.6% | +44.6% | +15.1% | +52.2% |
| All | +53.4% | +37.7% | +15.8% | +50.1% |
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