+141.8%
ED vs RBA
+209.3%
-67.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +11.2% | +9.0% | +2.2% | +10.3% |
| 3M | +11.8% | +7.2% | +4.6% | +11.0% |
| 6M | +14.1% | -7.8% | +21.8% | +14.5% |
| YTD | +23.0% | -6.4% | +29.3% | +22.9% |
| 1Y | +23.7% | -4.2% | +27.8% | +23.2% |
| 3Y | +47.7% | +64.1% | -16.3% | +38.1% |
| 5Y | +82.6% | +48.4% | +34.2% | +71.3% |
| 10Y | +141.8% | +209.9% | -68.2% | +102.8% |
| All | +141.8% | +209.3% | -67.6% | +102.8% |
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