+500.9%
MAR vs RBA
+204.3%
+296.6%
-61.3%
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 | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +14.3% | +6.8% | +7.5% | +11.7% |
| 3M | +20.0% | +9.5% | +10.6% | +16.1% |
| 6M | +21.7% | -8.2% | +29.9% | +23.3% |
| YTD | +37.7% | -7.7% | +45.4% | +38.5% |
| 1Y | +46.8% | -6.9% | +53.7% | +47.1% |
| 3Y | +121.0% | +61.6% | +59.4% | +80.8% |
| 5Y | +183.1% | +44.7% | +138.4% | +133.4% |
| All | +500.9% | +204.3% | +296.6% | +245.5% |
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