+189.6%
RBA vs RVTY
+140.1%
+49.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | -13.2% | +10.8% | -24.0% | -15.8% |
| 3M | -21.4% | +26.8% | -48.1% | -26.9% |
| 6M | -20.9% | +39.3% | -60.2% | -28.9% |
| YTD | -19.9% | +31.6% | -51.5% | -26.8% |
| 1Y | -28.7% | +47.7% | -76.4% | -37.3% |
| 3Y | +27.4% | +19.9% | +7.5% | +15.1% |
| 5Y | +41.7% | -32.3% | +74.1% | +52.1% |
| 10Y | +189.6% | +138.4% | +51.2% | +96.4% |
| All | +189.6% | +140.1% | +49.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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