+84.2%
ES vs RBA
+182.6%
-98.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -1.2% | -13.2% | +12.1% | +1.4% |
| 3M | +5.0% | -21.4% | +26.4% | +9.2% |
| 6M | -2.8% | -20.9% | +18.0% | +0.9% |
| YTD | +8.6% | -19.9% | +28.4% | +12.0% |
| 1Y | +18.9% | -28.7% | +47.6% | +25.3% |
| 3Y | +32.1% | +27.4% | +4.7% | +23.1% |
| 5Y | -5.1% | +41.7% | -46.8% | -14.7% |
| 10Y | +84.2% | +189.6% | -105.4% | +36.4% |
| All | +84.2% | +182.6% | -98.4% | +36.4% |
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 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