+810.7%
MOD vs RBA
+204.3%
+606.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.1% |
| 7D | +16.1% | -0.5% | +16.6% | +16.4% |
| 30D | -38.5% | +6.8% | -45.4% | -40.8% |
| 3M | -46.8% | +9.5% | -56.3% | -49.6% |
| 6M | -61.6% | -8.2% | -53.4% | -61.0% |
| YTD | -20.5% | -7.7% | -12.8% | -20.3% |
| 1Y | -28.0% | -6.9% | -21.1% | -27.9% |
| 3Y | +134.9% | +61.6% | +73.3% | +79.7% |
| 5Y | +833.2% | +44.7% | +788.4% | +626.1% |
| All | +810.7% | +204.3% | +606.4% | +375.5% |
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