+686.6%
P vs RBA
+224.6%
+462.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +4.1% |
| 7D | -23.8% | +4.3% | -28.1% | -25.2% |
| 30D | -36.6% | +16.3% | -52.9% | -40.6% |
| 3M | +10.9% | +1.3% | +9.6% | +9.3% |
| 6M | +30.0% | -11.1% | +41.1% | +33.2% |
| YTD | +44.4% | -8.5% | +52.8% | +45.8% |
| 1Y | +3.9% | -2.1% | +6.1% | +2.0% |
| 3Y | +176.6% | +44.6% | +132.0% | +126.5% |
| 5Y | +249.3% | +36.8% | +212.4% | +183.6% |
| All | +686.6% | +224.6% | +462.0% | +307.9% |
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