+48.3%
D vs RBA
+225.5%
-177.2%
-52.2%
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 | +2.4% | +3.2% | -0.8% | +1.8% |
| 30D | +10.9% | +12.0% | -1.1% | +8.7% |
| 3M | +2.8% | +2.9% | 0.0% | +2.1% |
| 6M | +12.7% | -6.3% | +19.0% | +13.4% |
| YTD | +20.3% | -5.9% | +26.2% | +20.4% |
| 1Y | +17.1% | -3.9% | +21.0% | +16.6% |
| 3Y | +75.1% | +64.9% | +10.3% | +57.0% |
| 5Y | +13.1% | +48.5% | -35.3% | +2.0% |
| 10Y | +48.3% | +211.8% | -163.5% | +13.4% |
| All | +48.3% | +225.5% | -177.2% | +13.4% |
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