+155.9%
SO vs RBA
+182.6%
-26.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | -3.2% | -13.2% | +10.0% | -1.3% |
| 3M | -1.7% | -21.4% | +19.7% | +1.4% |
| 6M | -7.2% | -20.9% | +13.7% | -4.4% |
| YTD | +4.6% | -19.9% | +24.4% | +7.0% |
| 1Y | +1.2% | -28.7% | +29.9% | +5.4% |
| 3Y | +45.3% | +27.4% | +17.9% | +35.7% |
| 5Y | +58.7% | +41.7% | +17.0% | +43.4% |
| 10Y | +155.9% | +189.6% | -33.7% | +93.7% |
| All | +155.9% | +182.6% | -26.7% | +93.7% |
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