+71.7%
TER vs RBA
+45.7%
+25.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +14.4% | +1.7% | +12.6% | +13.7% |
| 30D | -30.6% | +8.3% | -38.9% | -32.7% |
| 3M | -39.2% | +10.5% | -49.7% | -41.8% |
| 6M | -31.3% | -5.9% | -25.4% | -30.9% |
| YTD | +29.1% | -6.9% | +35.9% | +30.0% |
| 1Y | +47.4% | -4.9% | +52.3% | +47.2% |
| 3Y | +191.2% | +64.5% | +126.8% | +130.9% |
| All | +71.7% | +45.7% | +25.9% | +41.9% |
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