+0.4%
DOW vs RBA
+214.2%
-213.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.3% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +16.3% | +6.8% | +9.4% | +13.7% |
| 3M | +9.7% | +9.5% | +0.2% | +6.3% |
| 6M | -14.1% | -8.2% | -5.9% | -13.2% |
| YTD | +46.6% | -7.7% | +54.3% | +46.9% |
| 1Y | +56.8% | -6.9% | +63.7% | +56.7% |
| 3Y | -20.4% | +61.6% | -82.0% | -34.3% |
| 5Y | -27.4% | +44.7% | -72.2% | -39.4% |
| All | +0.4% | +214.2% | -213.8% | -48.7% |
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