+237.8%
A vs RBA
+182.6%
+55.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +0.6% | -13.2% | +13.8% | +4.5% |
| 3M | +10.9% | -21.4% | +32.2% | +17.7% |
| 6M | +28.2% | -20.9% | +49.0% | +35.7% |
| YTD | +8.6% | -19.9% | +28.4% | +14.1% |
| 1Y | +15.5% | -28.7% | +44.2% | +25.3% |
| 3Y | +31.8% | +27.4% | +4.4% | +19.9% |
| 5Y | -14.9% | +41.7% | -56.6% | -27.2% |
| 10Y | +237.8% | +189.6% | +48.2% | +116.3% |
| All | +237.8% | +182.6% | +55.3% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling