+516.0%
ON vs RBA
+236.6%
+279.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +8.0% |
| 7D | -1.4% | +2.5% | -3.9% | -2.6% |
| 30D | -10.9% | +11.6% | -22.4% | -15.9% |
| 3M | -14.9% | +1.5% | -16.4% | -16.2% |
| 6M | -33.0% | -6.6% | -26.4% | -31.9% |
| YTD | +27.6% | -6.3% | +33.9% | +28.3% |
| 1Y | +44.5% | -4.0% | +48.4% | +43.4% |
| 3Y | +7.4% | +47.3% | -39.9% | -16.1% |
| 5Y | +18.7% | +47.7% | -28.9% | -10.9% |
| 10Y | +516.0% | +224.7% | +291.2% | +165.0% |
| All | +516.0% | +236.6% | +279.4% | +165.0% |
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