+88.1%
IT vs RBA
+225.5%
-137.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -7.5% | +3.2% | -10.7% | -8.4% |
| 30D | -1.2% | +12.0% | -13.2% | -4.8% |
| 3M | -2.2% | +2.9% | -5.1% | -3.2% |
| 6M | +19.1% | -6.3% | +25.3% | +20.5% |
| YTD | -25.1% | -5.9% | -19.2% | -24.7% |
| 1Y | -17.4% | -3.9% | -13.5% | -17.5% |
| 3Y | -54.1% | +64.9% | -119.0% | -62.1% |
| 5Y | -42.7% | +48.5% | -91.1% | -52.5% |
| 10Y | +88.1% | +211.8% | -123.7% | +12.8% |
| All | +88.1% | +225.5% | -137.3% | +12.8% |
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