+379.5%
SE vs RBA
+289.5%
+90.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +3.3% | +2.5% | +0.8% | +2.3% |
| 30D | -18.2% | +11.6% | -29.7% | -21.7% |
| 3M | -31.3% | +1.5% | -32.8% | -32.1% |
| 6M | -10.1% | -6.6% | -3.5% | -9.4% |
| YTD | -38.9% | -6.3% | -32.6% | -38.8% |
| 1Y | -48.0% | -4.0% | -44.1% | -48.5% |
| 3Y | +78.8% | +47.3% | +31.5% | +43.8% |
| 5Y | -77.1% | +47.7% | -124.8% | -82.2% |
| All | +379.5% | +289.5% | +90.0% | +150.6% |
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