+146.4%
ED vs RBA
+207.2%
-60.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +2.1% | +1.7% | +0.3% | +1.9% |
| 30D | +10.4% | +8.3% | +2.1% | +9.6% |
| 3M | +12.5% | +10.5% | +2.0% | +11.5% |
| 6M | +14.9% | -5.9% | +20.8% | +15.1% |
| YTD | +24.8% | -6.9% | +31.7% | +24.8% |
| 1Y | +23.8% | -4.9% | +28.7% | +23.5% |
| 3Y | +51.6% | +64.5% | -12.8% | +41.7% |
| 5Y | +86.4% | +46.1% | +40.3% | +75.2% |
| All | +146.4% | +207.2% | -60.8% | +106.9% |
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