+50.3%
O vs RBA
+182.6%
-132.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -2.0% | -13.2% | +11.3% | +1.4% |
| 3M | +3.0% | -21.4% | +24.4% | +8.6% |
| 6M | -3.6% | -20.9% | +17.2% | +1.3% |
| YTD | +12.1% | -19.9% | +31.9% | +16.7% |
| 1Y | +8.9% | -28.7% | +37.6% | +16.8% |
| 3Y | +30.3% | +27.4% | +2.9% | +16.3% |
| 5Y | +13.7% | +41.7% | -28.0% | -5.0% |
| 10Y | +50.3% | +189.6% | -139.3% | -15.1% |
| All | +50.3% | +182.6% | -132.3% | -15.1% |
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