+69.0%
F vs RBA
+209.3%
-140.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | +3.3% | +9.0% | -5.6% | +0.5% |
| 3M | -11.3% | +7.2% | -18.5% | -13.5% |
| 6M | +5.3% | -7.8% | +13.1% | +7.0% |
| YTD | -2.2% | -6.4% | +4.1% | -2.0% |
| 1Y | -3.5% | -4.2% | +0.6% | -4.1% |
| 3Y | +49.5% | +64.1% | -14.5% | +23.2% |
| 5Y | -13.5% | +48.4% | -61.9% | -28.3% |
| 10Y | +69.0% | +209.9% | -140.9% | -1.3% |
| All | +69.0% | +209.3% | -140.3% | -1.3% |
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