+481.9%
NYT vs RBA
+206.5%
+275.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | -2.9% | +7.5% | +5.1% |
| 3M | -9.6% | -20.9% | +11.3% | -5.1% |
| 6M | -14.0% | -17.7% | +3.7% | -10.6% |
| YTD | -2.8% | -18.2% | +15.3% | +0.7% |
| 1Y | +15.6% | -29.1% | +44.7% | +23.2% |
| 3Y | +56.3% | +29.5% | +26.8% | +45.6% |
| 5Y | +39.5% | +40.2% | -0.7% | +24.9% |
| All | +481.9% | +206.5% | +275.5% | +301.1% |
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