+515.7%
BHP vs RBA
+189.2%
+326.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +4.0% | -13.0% | +17.0% | +7.8% |
| 3M | +11.3% | -23.1% | +34.4% | +18.3% |
| 6M | +29.3% | -22.6% | +51.9% | +37.1% |
| YTD | +59.2% | -20.4% | +79.6% | +66.6% |
| 1Y | +80.8% | -29.6% | +110.4% | +95.7% |
| 3Y | +88.0% | +26.6% | +61.4% | +69.0% |
| 5Y | +126.6% | +38.2% | +88.5% | +91.5% |
| 10Y | +515.7% | +194.7% | +321.0% | +264.0% |
| All | +515.7% | +189.2% | +326.6% | +264.0% |
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