+216.8%
RRX vs RBA
+225.5%
-8.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | +9.0% | +12.0% | -3.0% | +4.0% |
| 3M | +4.0% | +2.9% | +1.1% | +2.2% |
| 6M | -15.7% | -6.3% | -9.5% | -13.8% |
| YTD | +29.0% | -5.9% | +34.9% | +31.3% |
| 1Y | +35.2% | -3.9% | +39.1% | +36.6% |
| 3Y | +67.7% | +64.9% | +2.8% | +38.2% |
| 5Y | +14.9% | +48.5% | -33.6% | -4.8% |
| 10Y | +216.8% | +211.8% | +5.0% | +85.5% |
| All | +216.8% | +225.5% | -8.6% | +85.5% |
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