+367.1%
ALL vs RBA
+210.9%
+156.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -0.1% | +3.2% | -3.4% | -0.8% |
| 30D | +13.8% | +12.0% | +1.8% | +11.0% |
| 3M | -2.8% | +2.9% | -5.7% | -3.6% |
| 6M | +23.7% | -6.3% | +29.9% | +24.3% |
| YTD | +27.3% | -5.9% | +33.2% | +27.0% |
| 1Y | +30.5% | -3.9% | +34.4% | +29.5% |
| 3Y | +113.0% | +64.9% | +48.1% | +83.9% |
| 5Y | +157.6% | +48.5% | +109.1% | +123.3% |
| All | +367.1% | +210.9% | +156.2% | +196.7% |
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