+200.5%
B vs RBA
+236.6%
-36.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.9% |
| 7D | +11.3% | +2.5% | +8.8% | +11.0% |
| 30D | +2.9% | +11.6% | -8.6% | +1.4% |
| 3M | -2.9% | +1.5% | -4.4% | -3.2% |
| 6M | -1.2% | -6.6% | +5.4% | -0.9% |
| YTD | -1.3% | -6.3% | +4.9% | -1.2% |
| 1Y | +30.4% | -4.0% | +34.4% | +30.1% |
| 3Y | +195.3% | +47.3% | +148.0% | +177.9% |
| 5Y | +146.2% | +47.7% | +98.6% | +130.2% |
| 10Y | +200.5% | +224.7% | -24.2% | +170.1% |
| All | +200.5% | +236.6% | -36.1% | +170.1% |
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