+196.4%
SO vs RBA
+207.2%
-10.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +1.4% | +1.7% | -0.4% | +1.1% |
| 30D | +4.7% | +8.3% | -3.6% | +3.4% |
| 3M | +1.7% | +10.5% | -8.9% | 0.0% |
| 6M | +2.2% | -5.9% | +8.0% | +2.5% |
| YTD | +10.0% | -6.9% | +16.8% | +10.0% |
| 1Y | +6.0% | -4.9% | +10.9% | +5.7% |
| 3Y | +54.1% | +64.5% | -10.3% | +38.2% |
| 5Y | +79.6% | +46.1% | +33.6% | +62.3% |
| All | +196.4% | +207.2% | -10.7% | +123.4% |
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