+597.0%
SE vs RBA
+233.0%
+364.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.9% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | -0.1% | -13.2% | +13.1% | +5.3% |
| 3M | +34.1% | -21.4% | +55.5% | +45.3% |
| 6M | +23.2% | -20.9% | +44.1% | +32.8% |
| YTD | -11.2% | -19.9% | +8.7% | -5.1% |
| 1Y | -40.5% | -28.7% | -11.9% | -33.4% |
| 3Y | +196.3% | +27.4% | +168.9% | +152.8% |
| 5Y | -67.0% | +41.7% | -108.8% | -74.0% |
| All | +597.0% | +233.0% | +364.0% | +288.7% |
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