+73.3%
RUN vs RBA
+207.2%
-133.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.7% |
| 7D | -13.5% | +1.7% | -15.3% | -14.5% |
| 30D | +18.3% | +8.3% | +10.0% | +12.9% |
| 3M | -12.5% | +10.5% | -23.0% | -17.9% |
| 6M | -40.3% | -5.9% | -34.4% | -38.9% |
| YTD | -53.1% | -6.9% | -46.2% | -51.8% |
| 1Y | -54.3% | -4.9% | -49.4% | -53.5% |
| 3Y | -6.5% | +64.5% | -71.0% | -35.9% |
| 5Y | -85.3% | +46.1% | -131.4% | -89.3% |
| All | +73.3% | +207.2% | -133.9% | -19.4% |
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