+196.7%
EXC vs RBA
+207.2%
-10.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.2% |
| 7D | +1.4% | +1.7% | -0.4% | +1.0% |
| 30D | +8.6% | +8.3% | +0.2% | +6.8% |
| 3M | +2.4% | +10.5% | -8.2% | +0.2% |
| 6M | +6.5% | -5.9% | +12.3% | +7.0% |
| YTD | +9.0% | -6.9% | +15.9% | +9.0% |
| 1Y | +4.6% | -4.9% | +9.4% | +3.9% |
| 3Y | +33.5% | +64.5% | -31.0% | +14.6% |
| 5Y | +41.4% | +46.1% | -4.7% | +22.6% |
| All | +196.7% | +207.2% | -10.5% | +100.6% |
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