+95.7%
ES vs RBA
+204.3%
-108.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.1% |
| 7D | -1.1% | -0.5% | -0.5% | -1.0% |
| 30D | +8.2% | +6.8% | +1.4% | +6.8% |
| 3M | +0.6% | +9.5% | -8.8% | -1.2% |
| 6M | +6.0% | -8.2% | +14.2% | +7.0% |
| YTD | +9.3% | -7.7% | +17.1% | +9.7% |
| 1Y | +1.1% | -6.9% | +8.0% | +1.2% |
| 3Y | +51.9% | +61.6% | -9.7% | +35.3% |
| 5Y | +6.5% | +44.7% | -38.3% | -4.6% |
| All | +95.7% | +204.3% | -108.5% | +44.0% |
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