+281.8%
ADP vs RBA
+185.7%
+96.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.6% |
| 30D | +2.8% | -12.3% | +15.1% | +6.7% |
| 3M | +20.9% | -20.5% | +41.5% | +28.4% |
| 6M | +29.9% | -18.5% | +48.4% | +36.5% |
| YTD | +9.6% | -18.2% | +27.9% | +14.9% |
| 1Y | -5.3% | -27.5% | +22.2% | +2.9% |
| 3Y | +16.5% | +38.1% | -21.6% | +1.9% |
| 5Y | +49.4% | +44.8% | +4.6% | +24.8% |
| All | +281.8% | +185.7% | +96.0% | +135.8% |
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