-50.2%
COMP vs RBA
+76.1%
-126.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.2% |
| 7D | +8.9% | -0.5% | +9.4% | +9.2% |
| 30D | +14.0% | +6.8% | +7.1% | +9.0% |
| 3M | -21.1% | +9.5% | -30.6% | -26.0% |
| 6M | +20.1% | -8.2% | +28.3% | +24.6% |
| YTD | -5.0% | -7.7% | +2.7% | -1.2% |
| 1Y | +5.7% | -6.9% | +12.6% | +9.0% |
| 3Y | +412.2% | +61.6% | +350.6% | +260.7% |
| 5Y | -12.1% | +44.7% | -56.8% | -37.7% |
| All | -50.2% | +76.1% | -126.3% | -64.1% |
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