+185.7%
RBA vs CASY
+505.6%
-319.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -12.3% | -11.3% | -1.0% | -10.3% |
| 3M | -20.5% | -0.6% | -19.9% | -21.3% |
| 6M | -18.5% | +10.7% | -29.3% | -21.6% |
| YTD | -18.2% | +37.1% | -55.4% | -25.3% |
| 1Y | -27.5% | +52.3% | -79.8% | -35.6% |
| 3Y | +38.1% | +215.2% | -177.1% | +1.8% |
| 5Y | +44.8% | +276.5% | -231.7% | +1.0% |
| All | +185.7% | +505.6% | -319.9% | +75.5% |
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