+196.8%
ECL vs RBA
+224.6%
-27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -0.8% | +4.3% | -5.0% | -1.9% |
| 30D | +8.1% | +16.3% | -8.2% | +3.6% |
| 3M | +6.4% | +1.3% | +5.0% | +5.7% |
| 6M | +14.8% | -11.1% | +25.8% | +17.6% |
| YTD | +15.5% | -8.5% | +23.9% | +16.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +18.9% |
| 3Y | +77.8% | +44.6% | +33.2% | +53.8% |
| 5Y | +37.9% | +36.8% | +1.0% | +18.7% |
| All | +196.8% | +224.6% | -27.8% | +75.7% |
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