+197.7%
EXC vs RBA
+225.5%
-27.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.1% | +3.2% | -3.1% | -0.5% |
| 30D | +9.0% | +12.0% | -3.0% | +6.6% |
| 3M | +3.3% | +2.9% | +0.4% | +2.5% |
| 6M | +5.7% | -6.3% | +11.9% | +6.3% |
| YTD | +7.3% | -5.9% | +13.2% | +7.0% |
| 1Y | +2.9% | -3.9% | +6.8% | +2.1% |
| 3Y | +29.3% | +64.9% | -35.6% | +11.0% |
| 5Y | +40.1% | +48.5% | -8.4% | +21.0% |
| 10Y | +197.7% | +211.8% | -14.1% | +101.8% |
| All | +197.7% | +225.5% | -27.8% | +101.8% |
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