+564.0%
RMBS vs RBA
+198.1%
+365.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +3.5% | -1.9% | +5.4% | +4.1% |
| 30D | -8.6% | -13.0% | +4.4% | -4.2% |
| 3M | -40.3% | -23.1% | -17.2% | -35.1% |
| 6M | -1.0% | -22.6% | +21.6% | +7.7% |
| YTD | -4.6% | -20.4% | +15.8% | +2.8% |
| 1Y | +17.6% | -29.6% | +47.2% | +32.0% |
| 3Y | +58.6% | +26.6% | +32.1% | +46.4% |
| 5Y | +270.9% | +38.2% | +232.8% | +221.8% |
| All | +564.0% | +198.1% | +365.9% | +322.7% |
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