+65.2%
PR vs RBA
+224.6%
-159.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | -16.4% | +4.3% | -20.7% | -17.7% |
| 30D | -1.9% | +16.3% | -18.2% | -7.1% |
| 3M | +8.0% | +1.3% | +6.6% | +6.8% |
| 6M | +4.1% | -11.1% | +15.2% | +6.6% |
| YTD | +58.7% | -8.5% | +67.2% | +59.4% |
| 1Y | +75.8% | -2.1% | +78.0% | +72.0% |
| 3Y | +73.2% | +44.6% | +28.6% | +44.8% |
| 5Y | +230.1% | +36.8% | +193.3% | +173.4% |
| All | +65.2% | +224.6% | -159.4% | -2.8% |
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