+842.6%
ASX vs RBA
+236.6%
+606.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.9% |
| 7D | -12.3% | +2.5% | -14.8% | -12.9% |
| 30D | -26.0% | +11.6% | -37.6% | -28.6% |
| 3M | -8.1% | +1.5% | -9.6% | -9.1% |
| 6M | +1.4% | -6.6% | +8.0% | +2.5% |
| YTD | +115.6% | -6.3% | +121.8% | +116.2% |
| 1Y | +128.0% | -4.0% | +132.0% | +126.8% |
| 3Y | +371.4% | +47.3% | +324.1% | +303.4% |
| 5Y | +469.4% | +47.7% | +421.8% | +373.3% |
| 10Y | +842.6% | +224.7% | +617.9% | +508.7% |
| All | +842.6% | +236.6% | +606.1% | +508.7% |
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