+220.1%
C vs RBA
+236.6%
-16.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +1.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.8% |
| 30D | -5.4% | +11.6% | -17.0% | -9.1% |
| 3M | -9.2% | +1.5% | -10.7% | -10.0% |
| 6M | -1.8% | -6.6% | +4.8% | -0.9% |
| YTD | +6.7% | -6.3% | +12.9% | +7.3% |
| 1Y | +23.5% | -4.0% | +27.5% | +23.1% |
| 3Y | +219.8% | +47.3% | +172.5% | +169.9% |
| 5Y | +112.4% | +47.7% | +64.8% | +74.0% |
| 10Y | +220.1% | +224.7% | -4.6% | +61.4% |
| All | +220.1% | +236.6% | -16.5% | +61.4% |
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