+209.8%
RF vs RBA
+204.3%
+5.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +5.6% | +6.8% | -1.3% | +2.8% |
| 3M | -8.9% | +9.5% | -18.3% | -12.2% |
| 6M | +7.1% | -8.2% | +15.3% | +9.1% |
| YTD | +8.3% | -7.7% | +16.1% | +9.5% |
| 1Y | +16.8% | -6.9% | +23.7% | +17.7% |
| 3Y | +115.0% | +61.6% | +53.4% | +73.6% |
| 5Y | +46.4% | +44.7% | +1.7% | +19.5% |
| All | +209.8% | +204.3% | +5.5% | +54.9% |
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