+272.5%
RF vs RBA
+224.6%
+47.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | -0.9% | +4.3% | -5.2% | -2.5% |
| 30D | +6.0% | +16.3% | -10.3% | 0.0% |
| 3M | -8.9% | +1.3% | -10.2% | -9.8% |
| 6M | +2.3% | -11.1% | +13.4% | +5.5% |
| YTD | +7.6% | -8.5% | +16.0% | +9.0% |
| 1Y | +21.2% | -2.1% | +23.3% | +19.7% |
| 3Y | +108.5% | +44.6% | +64.0% | +74.8% |
| 5Y | +43.2% | +36.8% | +6.4% | +19.4% |
| All | +272.5% | +224.6% | +47.9% | +79.4% |
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