+67.2%
F vs RBA
+204.3%
-137.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -3.9% | -0.5% | -3.3% | -3.7% |
| 30D | -0.5% | +6.8% | -7.3% | -2.6% |
| 3M | -12.9% | +9.5% | -22.4% | -15.6% |
| 6M | +1.5% | -8.2% | +9.8% | +3.3% |
| YTD | -5.0% | -7.7% | +2.7% | -4.3% |
| 1Y | -7.3% | -6.9% | -0.4% | -7.0% |
| 3Y | +45.3% | +61.6% | -16.4% | +20.3% |
| 5Y | -15.8% | +44.7% | -60.5% | -29.6% |
| All | +67.2% | +204.3% | -137.1% | -1.6% |
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