+441.9%
MAR vs RBA
+189.2%
+252.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | -4.7% | -13.0% | +8.3% | -0.3% |
| 3M | -15.6% | -23.1% | +7.5% | -9.0% |
| 6M | +1.2% | -22.6% | +23.8% | +8.7% |
| YTD | +7.5% | -20.4% | +27.9% | +13.8% |
| 1Y | +26.6% | -29.6% | +56.2% | +39.8% |
| 3Y | +66.0% | +26.6% | +39.4% | +47.3% |
| 5Y | +154.1% | +38.2% | +115.9% | +111.6% |
| 10Y | +441.9% | +194.7% | +247.1% | +216.1% |
| All | +441.9% | +189.2% | +252.7% | +216.1% |
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