+308.7%
A vs RBA
+225.5%
+83.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.4% | +3.2% | -1.8% | +0.5% |
| 30D | +4.3% | +12.0% | -7.7% | +1.0% |
| 3M | +19.8% | +2.9% | +16.9% | +18.5% |
| 6M | +54.4% | -6.3% | +60.6% | +55.7% |
| YTD | +31.7% | -5.9% | +37.6% | +32.1% |
| 1Y | +22.4% | -3.9% | +26.3% | +22.0% |
| 3Y | +67.7% | +64.9% | +2.8% | +42.5% |
| 5Y | +15.7% | +48.5% | -32.7% | -1.6% |
| 10Y | +308.7% | +211.8% | +96.9% | +168.1% |
| All | +308.7% | +225.5% | +83.2% | +168.1% |
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