+196.3%
SO vs RBA
+209.3%
-13.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +7.8% | +9.0% | -1.2% | +6.4% |
| 3M | +2.9% | +7.2% | -4.2% | +1.7% |
| 6M | +2.5% | -7.8% | +10.2% | +3.2% |
| YTD | +10.3% | -6.4% | +16.6% | +10.2% |
| 1Y | +6.4% | -4.2% | +10.5% | +5.9% |
| 3Y | +52.8% | +64.1% | -11.3% | +37.1% |
| 5Y | +78.7% | +48.4% | +30.3% | +60.9% |
| 10Y | +196.3% | +209.9% | -13.6% | +123.0% |
| All | +196.3% | +209.3% | -13.0% | +123.0% |
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