+220.4%
RRX vs RBA
+189.2%
+31.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -0.7% | -1.9% | +1.2% | 0.0% |
| 30D | -8.0% | -13.0% | +5.0% | -2.9% |
| 3M | -25.1% | -23.1% | -1.9% | -16.7% |
| 6M | -18.3% | -22.6% | +4.3% | -9.4% |
| YTD | +14.2% | -20.4% | +34.5% | +24.7% |
| 1Y | +13.0% | -29.6% | +42.6% | +29.3% |
| 3Y | +4.2% | +26.6% | -22.4% | -5.3% |
| 5Y | +17.9% | +38.2% | -20.3% | +0.3% |
| 10Y | +220.4% | +194.7% | +25.7% | +87.2% |
| All | +220.4% | +189.2% | +31.3% | +87.2% |
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