+652.6%
P vs RBA
+225.5%
+427.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -13.3% | +3.2% | -16.5% | -14.4% |
| 30D | -34.0% | +12.0% | -46.0% | -37.1% |
| 3M | +4.1% | +2.9% | +1.2% | +2.1% |
| 6M | +30.5% | -6.3% | +36.7% | +31.0% |
| YTD | +52.2% | -5.9% | +58.1% | +52.1% |
| 1Y | +10.3% | -3.9% | +14.2% | +9.3% |
| 3Y | +180.9% | +64.9% | +116.0% | +119.2% |
| 5Y | +259.7% | +48.5% | +211.2% | +183.0% |
| 10Y | +652.6% | +211.8% | +440.8% | +286.5% |
| All | +652.6% | +225.5% | +427.2% | +286.5% |
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