+498.8%
MAR vs RBA
+207.2%
+291.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | +13.8% | +8.3% | +5.5% | +10.7% |
| 3M | +20.3% | +10.5% | +9.7% | +15.9% |
| 6M | +21.3% | -5.9% | +27.2% | +21.8% |
| YTD | +37.2% | -6.9% | +44.1% | +37.6% |
| 1Y | +48.4% | -4.9% | +53.3% | +47.6% |
| 3Y | +120.1% | +64.5% | +55.7% | +79.0% |
| 5Y | +182.1% | +46.1% | +136.0% | +131.8% |
| All | +498.8% | +207.2% | +291.6% | +243.2% |
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