+0.5%
M vs RBA
+236.6%
-236.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +7.1% |
| 7D | +2.5% | +2.5% | 0.0% | +1.7% |
| 30D | +10.1% | +11.6% | -1.5% | +5.3% |
| 3M | -0.9% | +1.5% | -2.4% | -1.8% |
| 6M | +30.2% | -6.6% | +36.8% | +32.9% |
| YTD | +16.3% | -6.3% | +22.6% | +17.6% |
| 1Y | +27.0% | -4.0% | +30.9% | +27.1% |
| 3Y | +154.5% | +47.3% | +107.2% | +112.0% |
| 5Y | -1.1% | +47.7% | -48.7% | -20.0% |
| 10Y | +0.5% | +224.7% | -224.2% | -48.9% |
| All | +0.5% | +236.6% | -236.1% | -48.9% |
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