+55.3%
EL vs RBA
+224.6%
-169.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.6% |
| 7D | +0.8% | +4.3% | -3.5% | -0.6% |
| 30D | +16.5% | +16.3% | +0.2% | +11.0% |
| 3M | +29.2% | +1.3% | +27.9% | +28.2% |
| 6M | +27.9% | -11.1% | +39.0% | +31.2% |
| YTD | +6.2% | -8.5% | +14.7% | +7.4% |
| 1Y | +27.2% | -2.1% | +29.3% | +25.8% |
| 3Y | +3.2% | +44.6% | -41.3% | -10.4% |
| 5Y | -66.0% | +36.8% | -102.8% | -70.7% |
| All | +55.3% | +224.6% | -169.3% | +3.8% |
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