+227.1%
ACWI vs RBA
+209.3%
+17.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -2.0% | +9.0% | -11.0% | -4.1% |
| 3M | -2.2% | +7.2% | -9.3% | -4.1% |
| 6M | +1.9% | -7.8% | +9.6% | +3.0% |
| YTD | +12.0% | -6.4% | +18.3% | +12.2% |
| 1Y | +12.5% | -4.2% | +16.7% | +12.0% |
| 3Y | +75.4% | +64.1% | +11.3% | +50.2% |
| 5Y | +61.5% | +48.4% | +13.1% | +38.7% |
| 10Y | +227.1% | +209.9% | +17.2% | +115.2% |
| All | +227.1% | +209.3% | +17.8% | +115.2% |
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 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