-6.2%
DOW vs RBA
+219.2%
-225.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.1% |
| 7D | -9.4% | +2.5% | -11.9% | -10.1% |
| 30D | +8.9% | +11.6% | -2.6% | +5.2% |
| 3M | +6.7% | +1.5% | +5.2% | +5.8% |
| 6M | -14.2% | -6.6% | -7.6% | -13.8% |
| YTD | +36.9% | -6.3% | +43.2% | +36.6% |
| 1Y | +45.8% | -4.0% | +49.7% | +44.2% |
| 3Y | -23.9% | +47.3% | -71.2% | -35.4% |
| 5Y | -30.8% | +47.7% | -78.4% | -42.5% |
| All | -6.2% | +219.2% | -225.4% | -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