+197.7%
ECL vs RBA
+236.6%
-38.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -0.5% | +2.5% | -3.0% | -1.2% |
| 30D | +8.8% | +11.6% | -2.7% | +5.5% |
| 3M | +7.8% | +1.5% | +6.3% | +7.1% |
| 6M | +21.3% | -6.6% | +27.9% | +22.6% |
| YTD | +17.8% | -6.3% | +24.0% | +18.2% |
| 1Y | +21.1% | -4.0% | +25.0% | +20.5% |
| 3Y | +80.1% | +47.3% | +32.8% | +55.1% |
| 5Y | +40.5% | +47.7% | -7.2% | +18.0% |
| 10Y | +197.7% | +224.7% | -27.0% | +75.6% |
| All | +197.7% | +236.6% | -38.8% | +75.6% |
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