+208.8%
C vs RBA
+225.5%
-16.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | -5.2% | +12.0% | -17.2% | -9.0% |
| 3M | -9.1% | +2.9% | -12.0% | -10.4% |
| 6M | -1.6% | -6.3% | +4.7% | -0.8% |
| YTD | +6.9% | -5.9% | +12.8% | +7.4% |
| 1Y | +23.0% | -3.9% | +26.9% | +22.5% |
| 3Y | +216.1% | +64.9% | +151.3% | +157.2% |
| 5Y | +112.2% | +48.5% | +63.8% | +73.7% |
| 10Y | +208.8% | +211.8% | -3.0% | +59.3% |
| All | +208.8% | +225.5% | -16.7% | +59.3% |
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