-44.0%
S vs RBA
+76.7%
-120.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -7.3% | +9.0% | -16.3% | -10.9% |
| 3M | +5.9% | +7.2% | -1.3% | +2.4% |
| 6M | +45.6% | -7.8% | +53.4% | +48.5% |
| YTD | +58.5% | -6.4% | +64.9% | +59.2% |
| 1Y | +37.6% | -4.2% | +41.8% | +36.6% |
| 3Y | +51.7% | +64.1% | -12.4% | +16.1% |
| 5Y | -67.5% | +48.4% | -115.9% | -76.0% |
| All | -44.0% | +76.7% | -120.8% | -59.0% |
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