+858.2%
ED vs RBA
+4,035.9%
-3,177.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +10.7% | +6.8% | +3.8% | +10.1% |
| 3M | +11.6% | +9.5% | +2.2% | +10.8% |
| 6M | +13.5% | -8.2% | +21.7% | +14.0% |
| YTD | +23.1% | -7.7% | +30.9% | +23.3% |
| 1Y | +23.1% | -6.9% | +30.0% | +23.1% |
| 3Y | +47.9% | +61.6% | -13.7% | +40.6% |
| 5Y | +83.9% | +44.7% | +39.2% | +75.1% |
| 10Y | +142.1% | +205.3% | -63.3% | +113.6% |
| All | +858.2% | +4,035.9% | -3,177.7% | +702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling