+31.2%
EL vs RBA
+182.6%
-151.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | +1.7% | -1.1% | +2.7% | +2.0% |
| 30D | +15.5% | -13.2% | +28.7% | +20.5% |
| 3M | +20.6% | -21.4% | +41.9% | +28.8% |
| 6M | +10.5% | -20.9% | +31.3% | +17.7% |
| YTD | -1.9% | -19.9% | +18.0% | +3.6% |
| 1Y | +16.1% | -28.7% | +44.8% | +27.0% |
| 3Y | -30.2% | +27.4% | -57.6% | -36.9% |
| 5Y | -67.4% | +41.7% | -109.1% | -72.1% |
| 10Y | +31.2% | +189.6% | -158.4% | -11.2% |
| All | +31.2% | +182.6% | -151.3% | -11.2% |
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