+346.0%
RL vs RBA
+209.3%
+136.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | +5.6% | +9.0% | -3.4% | +2.6% |
| 3M | -0.6% | +7.2% | -7.8% | -3.2% |
| 6M | +15.5% | -7.8% | +23.2% | +17.2% |
| YTD | +12.3% | -6.4% | +18.7% | +12.7% |
| 1Y | +19.3% | -4.2% | +23.5% | +18.8% |
| 3Y | +255.5% | +64.1% | +191.5% | +193.6% |
| 5Y | +247.1% | +48.4% | +198.6% | +188.1% |
| 10Y | +346.0% | +209.9% | +136.1% | +152.4% |
| All | +346.0% | +209.3% | +136.7% | +152.4% |
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