+852.0%
MOD vs RBA
+229.0%
+623.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -6.9% | -7.1% |
| 7D | -34.2% | +7.3% | -41.5% | -36.5% |
| 30D | -51.9% | +16.9% | -68.8% | -55.7% |
| 3M | -53.0% | -0.5% | -52.5% | -53.6% |
| 6M | -66.4% | -10.4% | -55.9% | -65.4% |
| YTD | -31.5% | -7.2% | -24.3% | -31.5% |
| 1Y | -39.6% | -2.2% | -37.3% | -40.9% |
| 3Y | +116.8% | +43.7% | +73.1% | +74.0% |
| 5Y | +713.8% | +38.7% | +675.1% | +546.3% |
| All | +852.0% | +229.0% | +623.0% | +377.1% |
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