+216.7%
ACWI vs RBA
+224.6%
-7.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.4% | +4.3% | -6.6% | -3.4% |
| 30D | -5.2% | +16.3% | -21.5% | -8.8% |
| 3M | -4.8% | +1.3% | -6.1% | -5.4% |
| 6M | -1.3% | -11.1% | +9.8% | +0.6% |
| YTD | +8.4% | -8.5% | +16.9% | +9.2% |
| 1Y | +11.0% | -2.1% | +13.2% | +9.8% |
| 3Y | +70.6% | +44.6% | +26.0% | +50.7% |
| 5Y | +55.3% | +36.8% | +18.5% | +36.3% |
| All | +216.7% | +224.6% | -7.9% | +110.3% |
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