-4.0%
M vs RBA
+185.7%
-189.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +4.7% | -2.9% | +7.7% | +6.0% |
| 30D | -9.6% | -12.3% | +2.7% | -5.0% |
| 3M | +0.9% | -20.5% | +21.4% | +9.8% |
| 6M | +22.3% | -18.5% | +40.8% | +31.6% |
| YTD | +6.5% | -18.2% | +24.8% | +13.8% |
| 1Y | +38.8% | -27.5% | +66.3% | +55.4% |
| 3Y | +115.9% | +38.1% | +77.8% | +84.4% |
| 5Y | +28.6% | +44.8% | -16.2% | +4.3% |
| All | -4.0% | +185.7% | -189.7% | -49.4% |
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