+82.7%
O vs RBA
+225.5%
-142.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | +10.4% | +12.0% | -1.6% | +7.2% |
| 3M | -2.4% | +2.9% | -5.3% | -3.4% |
| 6M | -1.2% | -6.3% | +5.1% | -0.5% |
| YTD | +10.4% | -5.9% | +16.3% | +10.3% |
| 1Y | +11.4% | -3.9% | +15.3% | +10.6% |
| 3Y | +40.4% | +64.9% | -24.5% | +16.9% |
| 5Y | +12.1% | +48.5% | -36.3% | -6.1% |
| 10Y | +82.7% | +211.8% | -129.1% | +1.4% |
| All | +82.7% | +225.5% | -142.7% | +1.4% |
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