+186.8%
SO vs RBA
+236.6%
-49.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | -1.1% | +2.5% | -3.6% | -1.5% |
| 30D | +8.6% | +11.6% | -3.0% | +6.8% |
| 3M | +1.8% | +1.5% | +0.3% | +1.4% |
| 6M | +3.6% | -6.6% | +10.3% | +4.1% |
| YTD | +9.9% | -6.3% | +16.2% | +9.9% |
| 1Y | +5.7% | -4.0% | +9.7% | +5.2% |
| 3Y | +52.5% | +47.3% | +5.2% | +39.5% |
| 5Y | +77.3% | +47.7% | +29.7% | +60.1% |
| 10Y | +186.8% | +224.7% | -37.9% | +117.3% |
| All | +186.8% | +236.6% | -49.8% | +117.3% |
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