+626.9%
FLEX vs RBA
+225.5%
+401.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -13.6% | +3.2% | -16.8% | -14.7% |
| 30D | -36.5% | +12.0% | -48.5% | -39.5% |
| 3M | -36.4% | +2.9% | -39.3% | -37.6% |
| 6M | -46.5% | -6.3% | -40.2% | -46.1% |
| YTD | +25.9% | -5.9% | +31.8% | +25.8% |
| 1Y | +19.6% | -3.9% | +23.5% | +18.4% |
| 3Y | +287.0% | +64.9% | +222.1% | +201.9% |
| 5Y | +466.6% | +48.5% | +418.1% | +343.6% |
| 10Y | +626.9% | +211.8% | +415.1% | +270.5% |
| All | +626.9% | +225.5% | +401.5% | +270.5% |
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