-8.1%
M vs RBA
+207.2%
-215.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +7.0% | +1.7% | +5.3% | +6.4% |
| 30D | +8.9% | +8.3% | +0.6% | +5.5% |
| 3M | +4.5% | +10.5% | -6.1% | +0.2% |
| 6M | +36.2% | -5.9% | +42.1% | +38.6% |
| YTD | +15.1% | -6.9% | +22.0% | +16.7% |
| 1Y | +27.4% | -4.9% | +32.3% | +28.1% |
| 3Y | +160.1% | +64.5% | +95.7% | +108.5% |
| 5Y | -1.6% | +46.1% | -47.7% | -20.0% |
| All | -8.1% | +207.2% | -215.3% | -52.6% |
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