+251.0%
SPOT vs RBA
+201.9%
+49.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -6.5% | -1.9% | -4.6% | -5.8% |
| 30D | +2.2% | -13.0% | +15.2% | +7.6% |
| 3M | +5.4% | -23.1% | +28.5% | +15.0% |
| 6M | -4.0% | -22.6% | +18.6% | +4.3% |
| YTD | -9.9% | -20.4% | +10.5% | -3.4% |
| 1Y | -27.3% | -29.6% | +2.3% | -18.5% |
| 3Y | +236.4% | +26.6% | +209.8% | +196.0% |
| 5Y | +112.6% | +38.2% | +74.4% | +75.1% |
| All | +251.0% | +201.9% | +49.1% | +103.9% |
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