+717.0%
USB vs RBA
+3,565.6%
-2,848.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | -2.9% | +4.4% | +2.3% |
| 30D | -1.3% | -12.3% | +11.0% | +2.2% |
| 3M | +15.2% | -20.5% | +35.8% | +22.0% |
| 6M | +18.8% | -18.5% | +37.4% | +24.7% |
| YTD | +21.0% | -18.2% | +39.2% | +26.7% |
| 1Y | +34.0% | -27.5% | +61.5% | +45.0% |
| 3Y | +95.3% | +38.1% | +57.2% | +74.6% |
| 5Y | +40.4% | +44.8% | -4.4% | +20.7% |
| 10Y | +107.3% | +187.1% | -79.8% | +40.7% |
| All | +717.0% | +3,565.6% | -2,848.6% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling