+222.7%
B vs RBA
+209.3%
+13.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | -4.3% | +9.0% | -13.3% | -5.5% |
| 3M | -2.3% | +7.2% | -9.5% | -3.4% |
| 6M | -16.2% | -7.8% | -8.5% | -15.8% |
| YTD | -8.8% | -6.4% | -2.5% | -8.7% |
| 1Y | +11.4% | -4.2% | +15.5% | +11.1% |
| 3Y | +174.3% | +64.1% | +110.2% | +154.3% |
| 5Y | +116.2% | +48.4% | +67.8% | +101.3% |
| 10Y | +222.7% | +209.9% | +12.8% | +181.1% |
| All | +222.7% | +209.3% | +13.4% | +181.1% |
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