+558.6%
QQQ vs RBA
+206.5%
+352.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.2% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -1.2% | -2.9% | +1.7% | -0.5% |
| 3M | -0.2% | -20.9% | +20.7% | +5.8% |
| 6M | +17.9% | -17.7% | +35.6% | +23.4% |
| YTD | +16.6% | -18.2% | +34.8% | +21.7% |
| 1Y | +23.0% | -29.1% | +52.1% | +33.6% |
| 3Y | +92.9% | +29.5% | +63.4% | +73.3% |
| 5Y | +95.6% | +40.2% | +55.4% | +67.1% |
| All | +558.6% | +206.5% | +352.1% | +333.1% |
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