+352.4%
RMD vs RBA
+208.8%
+143.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +1.7% | +9.0% | -7.3% | -0.7% |
| 3M | +6.4% | +7.2% | -0.8% | +4.2% |
| 6M | +20.7% | -7.8% | +28.5% | +22.4% |
| YTD | -0.2% | -6.4% | +6.2% | +0.5% |
| 1Y | -4.5% | -4.2% | -0.3% | -4.5% |
| 3Y | +70.5% | +64.1% | +6.5% | +46.5% |
| 5Y | -1.6% | +48.4% | -50.0% | -15.3% |
| All | +352.4% | +208.8% | +143.6% | +201.9% |
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