+223.5%
C vs RBA
+224.6%
-1.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -2.4% | +4.3% | -6.7% | -3.8% |
| 30D | -6.0% | +16.3% | -22.3% | -11.0% |
| 3M | -10.5% | +1.3% | -11.9% | -11.4% |
| 6M | -5.7% | -11.1% | +5.4% | -3.2% |
| YTD | +4.1% | -8.5% | +12.6% | +5.6% |
| 1Y | +20.5% | -2.1% | +22.6% | +19.2% |
| 3Y | +208.1% | +44.6% | +163.6% | +161.6% |
| 5Y | +110.4% | +36.8% | +73.6% | +77.6% |
| All | +223.5% | +224.6% | -1.1% | +61.3% |
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