+325.9%
EAT vs RBA
+209.3%
+116.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -8.9% | +0.6% | -9.6% | -9.3% |
| 30D | +3.4% | +9.0% | -5.6% | -1.3% |
| 3M | -9.3% | +7.2% | -16.5% | -13.4% |
| 6M | +43.8% | -7.8% | +51.5% | +45.7% |
| YTD | +39.9% | -6.4% | +46.2% | +39.1% |
| 1Y | +89.7% | -4.2% | +93.9% | +85.8% |
| 3Y | +491.3% | +64.1% | +427.2% | +312.4% |
| 5Y | +365.4% | +48.4% | +317.0% | +227.8% |
| 10Y | +325.9% | +209.9% | +116.0% | +59.3% |
| All | +325.9% | +209.3% | +116.6% | +59.3% |
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