+90.3%
IT vs RBA
+236.6%
-146.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -18.8% | +2.5% | -21.3% | -19.4% |
| 30D | -0.1% | +11.6% | -11.6% | -3.6% |
| 3M | +2.9% | +1.5% | +1.4% | +2.3% |
| 6M | +20.4% | -6.6% | +27.0% | +22.0% |
| YTD | -24.3% | -6.3% | -18.0% | -23.7% |
| 1Y | -17.2% | -4.0% | -13.2% | -17.3% |
| 3Y | -52.4% | +47.3% | -99.7% | -59.3% |
| 5Y | -43.7% | +47.7% | -91.4% | -53.2% |
| 10Y | +90.3% | +224.7% | -134.4% | +14.0% |
| All | +90.3% | +236.6% | -146.3% | +14.0% |
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