+4.6%
MKTX vs RBA
+206.5%
-201.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.7% | -2.9% | +3.7% | +1.3% |
| 3M | +40.8% | -20.9% | +61.7% | +46.4% |
| 6M | -8.0% | -17.7% | +9.7% | -5.4% |
| YTD | -8.7% | -18.2% | +9.4% | -6.5% |
| 1Y | -11.8% | -29.1% | +17.3% | -6.6% |
| 3Y | -24.0% | +29.5% | -53.6% | -32.0% |
| 5Y | -60.3% | +40.2% | -100.6% | -66.2% |
| All | +4.6% | +206.5% | -201.9% | -31.8% |
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