+341.2%
ROK vs RBA
+195.3%
+145.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.4% |
| 30D | -5.4% | -9.8% | +4.3% | -1.8% |
| 3M | -4.0% | -23.5% | +19.5% | +5.2% |
| 6M | +13.3% | -21.5% | +34.9% | +22.8% |
| YTD | +9.3% | -21.2% | +30.5% | +17.9% |
| 1Y | +25.8% | -30.2% | +56.0% | +42.0% |
| 3Y | +49.1% | +25.3% | +23.8% | +32.2% |
| 5Y | +45.9% | +35.1% | +10.7% | +21.4% |
| All | +341.2% | +195.3% | +145.9% | +142.8% |
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