+45.2%
PL vs RBA
+66.4%
-21.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.4% | +12.1% | +13.5% |
| 7D | +10.9% | +2.5% | +8.4% | +9.8% |
| 30D | -16.4% | +11.6% | -27.9% | -20.4% |
| 3M | -39.9% | +1.5% | -41.5% | -40.7% |
| 6M | -63.2% | -6.6% | -56.6% | -62.8% |
| YTD | -27.1% | -6.3% | -20.9% | -27.0% |
| 1Y | +12.2% | -4.0% | +16.1% | +11.5% |
| 3Y | +584.3% | +47.3% | +537.0% | +472.2% |
| 5Y | +37.0% | +47.7% | -10.7% | +9.5% |
| All | +45.2% | +66.4% | -21.2% | +15.6% |
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