-56.8%
W vs RBA
+46.2%
-103.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.6% |
| 7D | -1.7% | -0.5% | -1.1% | -1.3% |
| 30D | +3.2% | +6.8% | -3.6% | -1.4% |
| 3M | +8.3% | +9.5% | -1.2% | +1.3% |
| 6M | +84.3% | -8.2% | +92.5% | +93.7% |
| YTD | +11.0% | -7.7% | +18.8% | +16.2% |
| 1Y | -0.2% | -6.9% | +6.7% | +3.9% |
| 3Y | +157.9% | +61.6% | +96.3% | +87.7% |
| 5Y | -56.8% | +44.7% | -101.5% | -64.9% |
| All | -56.8% | +46.2% | -103.0% | -64.9% |
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