+707.9%
P vs RBA
+236.6%
+471.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.4% |
| 7D | -9.6% | +2.5% | -12.1% | -10.5% |
| 30D | -33.4% | +11.6% | -45.0% | -36.5% |
| 3M | +14.2% | +1.5% | +12.7% | +12.6% |
| 6M | +31.6% | -6.6% | +38.2% | +32.3% |
| YTD | +53.5% | -6.3% | +59.7% | +53.7% |
| 1Y | +14.2% | -4.0% | +18.1% | +13.2% |
| 3Y | +190.5% | +47.3% | +143.2% | +136.4% |
| 5Y | +256.3% | +47.7% | +208.7% | +180.4% |
| 10Y | +707.9% | +224.7% | +483.1% | +316.4% |
| All | +707.9% | +236.6% | +471.3% | +316.4% |
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