+26.8%
PL vs RBA
+62.5%
-35.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.9% |
| 7D | -6.8% | +4.3% | -11.1% | -8.6% |
| 30D | -29.3% | +16.3% | -45.6% | -34.0% |
| 3M | -44.8% | +1.3% | -46.1% | -45.5% |
| 6M | -68.4% | -11.1% | -57.3% | -67.3% |
| YTD | -36.4% | -8.5% | -27.9% | -35.7% |
| 1Y | +0.7% | -2.1% | +2.8% | -1.0% |
| 3Y | +455.3% | +44.6% | +410.7% | +367.4% |
| 5Y | +22.7% | +36.8% | -14.2% | -1.1% |
| All | +26.8% | +62.5% | -35.7% | +1.8% |
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