+176.7%
ALLY vs RBA
+209.3%
-32.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | +1.9% | +9.0% | -7.1% | -1.7% |
| 3M | -12.1% | +7.2% | -19.3% | -14.9% |
| 6M | -9.0% | -7.8% | -1.2% | -7.3% |
| YTD | -12.9% | -6.4% | -6.6% | -12.4% |
| 1Y | -0.1% | -4.2% | +4.1% | -0.4% |
| 3Y | +64.6% | +64.1% | +0.5% | +29.7% |
| 5Y | -10.1% | +48.4% | -58.5% | -28.4% |
| 10Y | +176.7% | +209.9% | -33.2% | +41.7% |
| All | +176.7% | +209.3% | -32.7% | +41.7% |
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