+542.4%
QQQ vs RBA
+204.3%
+338.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +6.4% | -0.5% | +6.9% | +6.5% |
| 30D | -7.5% | +6.8% | -14.3% | -9.3% |
| 3M | -4.8% | +9.5% | -14.3% | -7.6% |
| 6M | -2.5% | -8.2% | +5.7% | -1.2% |
| YTD | +12.4% | -7.7% | +20.1% | +13.1% |
| 1Y | +11.3% | -6.9% | +18.2% | +11.7% |
| 3Y | +85.0% | +61.6% | +23.3% | +55.8% |
| 5Y | +79.6% | +44.7% | +34.9% | +52.2% |
| All | +542.4% | +204.3% | +338.1% | +314.0% |
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