+525.3%
RVMD vs RBA
+149.8%
+375.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -9.5% | +0.6% | -10.1% | -9.7% |
| 30D | -6.8% | +9.0% | -15.8% | -9.5% |
| 3M | -12.1% | +7.2% | -19.2% | -14.4% |
| 6M | +25.4% | -7.8% | +33.1% | +26.6% |
| YTD | +126.9% | -6.4% | +133.2% | +125.0% |
| 1Y | +182.0% | -4.2% | +186.2% | +177.0% |
| 3Y | +816.8% | +64.1% | +752.7% | +614.9% |
| 5Y | +464.0% | +48.4% | +415.6% | +341.2% |
| All | +525.3% | +149.8% | +375.4% | +238.7% |
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