+694.2%
USB vs RBA
+4,072.3%
-3,378.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +2.4% | +12.7% | -10.3% | -1.0% |
| 30D | +6.6% | +15.5% | -9.0% | +2.2% |
| 3M | -4.1% | -14.0% | +10.0% | -0.6% |
| 6M | +12.5% | -8.8% | +21.3% | +14.4% |
| YTD | +17.6% | -6.9% | +24.6% | +18.5% |
| 1Y | +36.5% | -3.0% | +39.5% | +35.9% |
| 3Y | +95.4% | +44.2% | +51.2% | +72.1% |
| 5Y | +26.1% | +50.6% | -24.5% | +7.2% |
| 10Y | +101.3% | +232.8% | -131.5% | +31.0% |
| All | +694.2% | +4,072.3% | -3,378.1% | +202.4% |
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