+267.0%
RTX vs RBA
+224.6%
+42.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -5.1% | +4.3% | -9.4% | -6.2% |
| 30D | +5.1% | +16.3% | -11.2% | +0.9% |
| 3M | -14.8% | +1.3% | -16.1% | -15.4% |
| 6M | +8.0% | -11.1% | +19.1% | +10.3% |
| YTD | +4.5% | -8.5% | +12.9% | +4.9% |
| 1Y | +9.8% | -2.1% | +12.0% | +8.1% |
| 3Y | +144.2% | +44.6% | +99.6% | +110.0% |
| 5Y | +131.4% | +36.8% | +94.6% | +97.9% |
| All | +267.0% | +224.6% | +42.4% | +106.7% |
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