-44.8%
COMP vs RBA
+56.1%
-100.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +3.4% |
| 30D | -13.3% | -12.3% | -1.0% | -5.8% |
| 3M | +41.1% | -20.5% | +61.6% | +61.5% |
| 6M | +17.2% | -18.5% | +35.7% | +32.4% |
| YTD | +5.2% | -18.2% | +23.4% | +18.9% |
| 1Y | +18.9% | -27.5% | +46.4% | +45.7% |
| 3Y | +215.9% | +38.1% | +177.8% | +144.7% |
| 5Y | -31.2% | +44.8% | -76.0% | -49.5% |
| All | -44.8% | +56.1% | -100.9% | -56.8% |
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