+239.8%
RF vs RBA
+225.5%
+14.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | +6.2% | +12.0% | -5.8% | +1.7% |
| 3M | -7.8% | +2.9% | -10.7% | -9.2% |
| 6M | +5.9% | -6.3% | +12.2% | +7.0% |
| YTD | +9.0% | -5.9% | +14.9% | +9.4% |
| 1Y | +19.3% | -3.9% | +23.1% | +18.7% |
| 3Y | +116.4% | +64.9% | +51.6% | +73.5% |
| 5Y | +46.0% | +48.5% | -2.4% | +18.0% |
| 10Y | +239.8% | +211.8% | +28.0% | +69.9% |
| All | +239.8% | +225.5% | +14.3% | +69.9% |
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