-65.3%
TEAM vs RBA
+37.7%
-103.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.3% | -14.8% | -15.7% |
| 7D | -19.8% | +4.3% | -24.1% | -21.1% |
| 30D | -21.5% | +16.3% | -37.8% | -26.2% |
| 3M | +39.5% | +1.3% | +38.2% | +38.4% |
| 6M | +73.1% | -11.1% | +84.1% | +78.8% |
| YTD | -5.2% | -8.5% | +3.2% | -3.6% |
| 1Y | -1.6% | -2.1% | +0.6% | -2.5% |
| 3Y | -11.4% | +44.6% | -56.0% | -26.7% |
| All | -65.3% | +37.7% | -103.0% | -69.3% |
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