+68.2%
DD vs RBA
+182.6%
-114.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -7.4% | -13.2% | +5.8% | -3.3% |
| 3M | -6.4% | -21.4% | +14.9% | 0.0% |
| 6M | -2.5% | -20.9% | +18.4% | +3.9% |
| YTD | +10.2% | -19.9% | +30.1% | +16.5% |
| 1Y | +36.9% | -28.7% | +65.6% | +50.3% |
| 3Y | +47.0% | +27.4% | +19.6% | +31.0% |
| 5Y | +63.1% | +41.7% | +21.4% | +35.4% |
| 10Y | +68.2% | +189.6% | -121.4% | -1.8% |
| All | +68.2% | +182.6% | -114.4% | -1.8% |
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