-65.4%
TEAM vs RBA
+45.7%
-111.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.1% |
| 30D | -26.7% | +8.3% | -35.1% | -29.2% |
| 3M | -9.6% | +10.5% | -20.2% | -13.4% |
| 6M | +86.0% | -5.9% | +91.9% | +88.1% |
| YTD | -7.5% | -6.9% | -0.6% | -6.6% |
| 1Y | -1.4% | -4.9% | +3.5% | -1.2% |
| 3Y | -14.3% | +64.5% | -78.8% | -32.5% |
| All | -65.4% | +45.7% | -111.2% | -68.9% |
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