+87.9%
IT vs RBA
+204.3%
-116.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -3.7% | -0.5% | -3.1% | -3.5% |
| 30D | -3.1% | +6.8% | -10.0% | -5.2% |
| 3M | +6.3% | +9.5% | -3.1% | +3.1% |
| 6M | +24.8% | -8.2% | +33.0% | +27.1% |
| YTD | -24.4% | -7.7% | -16.6% | -23.4% |
| 1Y | -17.1% | -6.9% | -10.2% | -16.3% |
| 3Y | -53.6% | +61.6% | -115.3% | -61.5% |
| 5Y | -42.5% | +44.7% | -87.2% | -51.9% |
| All | +87.9% | +204.3% | -116.4% | +13.1% |
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