+330.1%
ACWI vs RBA
+407.4%
-77.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -4.0% | +7.3% | -11.4% | -6.0% |
| 30D | -5.8% | +16.9% | -22.8% | -10.2% |
| 3M | -5.0% | -0.5% | -4.5% | -5.3% |
| 6M | +0.7% | -10.4% | +11.1% | +2.8% |
| YTD | +8.4% | -7.2% | +15.7% | +8.9% |
| 1Y | +10.1% | -2.2% | +12.4% | +8.8% |
| 3Y | +70.8% | +43.7% | +27.0% | +47.7% |
| 5Y | +55.4% | +38.7% | +16.7% | +32.3% |
| 10Y | +223.3% | +231.7% | -8.4% | +96.3% |
| All | +330.1% | +407.4% | -77.3% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling