+356.8%
ACWI vs RBA
+347.3%
+9.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.5% | -2.9% | +3.4% | +1.4% |
| 30D | +0.9% | -12.3% | +13.2% | +4.6% |
| 3M | +2.4% | -20.5% | +22.9% | +8.6% |
| 6M | +12.4% | -18.5% | +30.9% | +18.1% |
| YTD | +15.2% | -18.2% | +33.4% | +20.3% |
| 1Y | +22.7% | -27.5% | +50.2% | +32.6% |
| 3Y | +75.8% | +38.1% | +37.7% | +53.9% |
| 5Y | +67.7% | +44.8% | +22.9% | +40.4% |
| 10Y | +229.0% | +187.1% | +41.9% | +108.9% |
| All | +356.8% | +347.3% | +9.6% | +103.2% |
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 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