-10.9%
DOW vs RBA
+171.1%
-182.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.0% | -1.9% | -4.1% | -5.5% |
| 30D | -2.7% | -13.0% | +10.2% | +1.3% |
| 3M | -10.5% | -23.1% | +12.6% | -4.1% |
| 6M | -12.4% | -22.6% | +10.2% | -6.9% |
| YTD | +30.0% | -20.4% | +50.4% | +36.6% |
| 1Y | +27.8% | -29.6% | +57.4% | +40.0% |
| 3Y | -34.9% | +26.6% | -61.5% | -42.1% |
| 5Y | -35.9% | +38.2% | -74.1% | -46.5% |
| All | -10.9% | +171.1% | -182.0% | -52.3% |
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