+537.5%
MAR vs RBA
+225.5%
+312.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +2.9% | +3.2% | -0.4% | +1.8% |
| 30D | +17.0% | +12.0% | +5.0% | +12.6% |
| 3M | +23.2% | +2.9% | +20.3% | +21.5% |
| 6M | +21.7% | -6.3% | +28.0% | +22.5% |
| YTD | +38.9% | -5.9% | +44.7% | +38.8% |
| 1Y | +48.7% | -3.9% | +52.6% | +47.4% |
| 3Y | +122.9% | +64.9% | +58.0% | +81.2% |
| 5Y | +177.5% | +48.5% | +129.0% | +126.8% |
| 10Y | +537.5% | +211.8% | +325.7% | +264.8% |
| All | +537.5% | +225.5% | +312.1% | +264.8% |
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