+420.8%
RSG vs RBA
+206.5%
+214.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.0% | -2.9% | +6.9% | +4.5% |
| 3M | +7.4% | -20.9% | +28.3% | +12.3% |
| 6M | +0.1% | -17.7% | +17.8% | +3.5% |
| YTD | +6.0% | -18.2% | +24.2% | +9.4% |
| 1Y | -3.0% | -29.1% | +26.1% | +3.3% |
| 3Y | +56.5% | +29.5% | +27.0% | +43.4% |
| 5Y | +90.9% | +40.2% | +50.7% | +67.5% |
| All | +420.8% | +206.5% | +214.4% | +247.6% |
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