+48.9%
RUN vs RBA
+182.6%
-133.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.9% |
| 7D | +10.2% | -1.1% | +11.2% | +10.8% |
| 30D | -9.6% | -13.2% | +3.6% | -2.2% |
| 3M | -31.5% | -21.4% | -10.1% | -21.9% |
| 6M | -18.7% | -20.9% | +2.2% | -8.1% |
| YTD | -49.9% | -19.9% | -30.0% | -43.6% |
| 1Y | -45.5% | -28.7% | -16.8% | -34.9% |
| 3Y | -34.1% | +27.4% | -61.5% | -46.9% |
| 5Y | -79.4% | +41.7% | -121.2% | -84.8% |
| 10Y | +48.9% | +189.6% | -140.6% | -27.5% |
| All | +48.9% | +182.6% | -133.6% | -27.5% |
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