+85.6%
ES vs RBA
+236.6%
-150.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -0.1% | +2.5% | -2.6% | -0.5% |
| 30D | +5.7% | +11.6% | -5.8% | +3.6% |
| 3M | -2.8% | +1.5% | -4.3% | -3.3% |
| 6M | +7.0% | -6.6% | +13.6% | +7.6% |
| YTD | +6.8% | -6.3% | +13.0% | +6.9% |
| 1Y | -0.5% | -4.0% | +3.5% | -1.0% |
| 3Y | +47.2% | +47.3% | -0.1% | +33.4% |
| 5Y | +2.3% | +47.7% | -45.4% | -8.6% |
| 10Y | +85.6% | +224.7% | -139.1% | +37.0% |
| All | +85.6% | +236.6% | -150.9% | +37.0% |
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