+345.2%
IR vs RBA
+266.2%
+79.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.8% |
| 7D | +5.0% | +2.5% | +2.5% | +4.0% |
| 30D | +10.3% | +11.6% | -1.2% | +5.6% |
| 3M | -0.1% | +1.5% | -1.6% | -1.1% |
| 6M | +14.8% | -6.6% | +21.4% | +16.5% |
| YTD | +9.7% | -6.3% | +16.0% | +10.8% |
| 1Y | +12.2% | -4.0% | +16.2% | +12.2% |
| 3Y | +30.0% | +47.3% | -17.3% | +8.6% |
| 5Y | +46.8% | +47.7% | -0.8% | +19.5% |
| All | +345.2% | +266.2% | +79.0% | +135.3% |
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