+78.2%
O vs RBA
+236.6%
-158.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | +10.3% | +11.6% | -1.2% | +7.3% |
| 3M | -3.5% | +1.5% | -5.0% | -4.1% |
| 6M | -1.3% | -6.6% | +5.4% | -0.4% |
| YTD | +10.3% | -6.3% | +16.6% | +10.3% |
| 1Y | +10.4% | -4.0% | +14.4% | +9.6% |
| 3Y | +40.0% | +47.3% | -7.3% | +20.5% |
| 5Y | +12.4% | +47.7% | -35.3% | -5.7% |
| 10Y | +78.2% | +224.7% | -146.5% | 0.0% |
| All | +78.2% | +236.6% | -158.3% | 0.0% |
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