-54.3%
S vs RBA
+51.3%
-105.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.4% |
| 7D | -5.8% | -1.1% | -4.8% | -5.4% |
| 30D | -9.2% | -13.2% | +4.0% | -3.7% |
| 3M | +23.4% | -21.4% | +44.7% | +35.1% |
| 6M | +36.9% | -20.9% | +57.8% | +49.2% |
| YTD | +29.5% | -19.9% | +49.4% | +39.5% |
| 1Y | +5.4% | -28.7% | +34.1% | +19.6% |
| 3Y | +14.7% | +27.4% | -12.7% | -2.1% |
| 5Y | -71.5% | +41.7% | -113.3% | -77.6% |
| All | -54.3% | +51.3% | -105.5% | -64.1% |
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