+43.8%
D vs RBA
+236.6%
-192.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | +10.7% | +11.6% | -0.9% | +8.6% |
| 3M | +2.3% | +1.5% | +0.8% | +1.8% |
| 6M | +12.5% | -6.6% | +19.1% | +13.2% |
| YTD | +20.1% | -6.3% | +26.4% | +20.3% |
| 1Y | +15.6% | -4.0% | +19.5% | +15.1% |
| 3Y | +75.2% | +47.3% | +27.9% | +60.2% |
| 5Y | +14.6% | +47.7% | -33.1% | +3.5% |
| 10Y | +43.8% | +224.7% | -181.0% | +11.1% |
| All | +43.8% | +236.6% | -192.8% | +11.1% |
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