+313.7%
ADP vs RBA
+236.6%
+77.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | +11.5% | +11.6% | -0.1% | +7.8% |
| 3M | +12.0% | +1.5% | +10.5% | +11.2% |
| 6M | +43.8% | -6.6% | +50.4% | +45.2% |
| YTD | +20.1% | -6.3% | +26.3% | +20.6% |
| 1Y | +22.3% | -4.0% | +26.2% | +21.8% |
| 3Y | +43.3% | +47.3% | -4.0% | +23.2% |
| 5Y | +47.3% | +47.7% | -0.3% | +23.3% |
| 10Y | +313.7% | +224.7% | +89.0% | +145.3% |
| All | +313.7% | +236.6% | +77.1% | +145.3% |
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