+133.4%
ROP vs RBA
+182.6%
-49.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -5.4% | -1.1% | -4.4% | -5.1% |
| 30D | -1.6% | -13.2% | +11.6% | +2.0% |
| 3M | +18.8% | -21.4% | +40.2% | +25.7% |
| 6M | +8.2% | -20.9% | +29.1% | +14.0% |
| YTD | -10.5% | -19.9% | +9.4% | -6.2% |
| 1Y | -23.7% | -28.7% | +4.9% | -17.7% |
| 3Y | -17.9% | +27.4% | -45.3% | -25.3% |
| 5Y | -15.3% | +41.7% | -57.1% | -27.6% |
| 10Y | +133.4% | +189.6% | -56.2% | +45.7% |
| All | +133.4% | +182.6% | -49.2% | +45.7% |
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