+200.9%
TER vs RBA
-26.9%
+227.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | -8.3% | -12.3% | +4.0% | -5.9% |
| 3M | -12.2% | -20.5% | +8.3% | -8.7% |
| 6M | +17.1% | -18.5% | +35.6% | +20.8% |
| YTD | +84.7% | -18.2% | +102.9% | +95.8% |
| All | +200.9% | -26.9% | +227.8% | +177.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling