-50.4%
COMP vs RBA
+79.6%
-130.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.7% |
| 7D | +7.2% | +3.2% | +4.0% | +5.0% |
| 30D | +6.4% | +12.0% | -5.6% | -1.5% |
| 3M | -19.4% | +2.9% | -22.3% | -21.4% |
| 6M | +14.6% | -6.3% | +20.8% | +17.3% |
| YTD | -5.5% | -5.9% | +0.4% | -3.0% |
| 1Y | +13.7% | -3.9% | +17.5% | +14.8% |
| 3Y | +409.7% | +64.9% | +344.8% | +254.2% |
| 5Y | -17.0% | +48.5% | -65.5% | -42.0% |
| All | -50.4% | +79.6% | -130.1% | -64.8% |
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