+127.4%
ED vs RBA
+224.6%
-97.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.3% |
| 7D | +1.6% | +4.3% | -2.6% | +1.3% |
| 30D | +13.3% | +16.3% | -3.0% | +11.8% |
| 3M | +9.7% | +1.3% | +8.4% | +9.5% |
| 6M | +12.8% | -11.1% | +23.8% | +13.6% |
| YTD | +22.3% | -8.5% | +30.8% | +22.5% |
| 1Y | +26.3% | -2.1% | +28.4% | +25.5% |
| 3Y | +45.0% | +44.6% | +0.5% | +37.6% |
| 5Y | +80.2% | +36.8% | +43.4% | +70.8% |
| All | +127.4% | +224.6% | -97.2% | +97.0% |
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