+221.9%
RBA vs CASY
+553.2%
-331.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +16.3% | +8.7% | +7.6% | +14.4% |
| 3M | +1.3% | -17.3% | +18.6% | +4.6% |
| 6M | -11.1% | -19.7% | +8.7% | -8.2% |
| YTD | -8.5% | +24.8% | -33.3% | -15.1% |
| 1Y | -2.1% | +31.9% | -34.0% | -10.6% |
| 3Y | +44.6% | +155.4% | -110.8% | +11.4% |
| 5Y | +36.8% | +250.6% | -213.7% | -3.6% |
| All | +221.9% | +553.2% | -331.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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