+193.5%
ECL vs RBA
+225.5%
-32.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | +3.2% | -2.8% | -0.4% |
| 30D | +8.6% | +12.0% | -3.4% | +5.1% |
| 3M | +7.9% | +2.9% | +5.0% | +6.8% |
| 6M | +21.0% | -6.3% | +27.3% | +22.1% |
| YTD | +17.5% | -5.9% | +23.4% | +17.8% |
| 1Y | +19.7% | -3.9% | +23.5% | +19.1% |
| 3Y | +77.4% | +64.9% | +12.5% | +47.9% |
| 5Y | +38.7% | +48.5% | -9.8% | +16.4% |
| 10Y | +193.5% | +211.8% | -18.3% | +75.5% |
| All | +193.5% | +225.5% | -32.0% | +75.5% |
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