+307.3%
SPY vs RBA
+236.6%
+70.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.7% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | -3.3% | +11.6% | -14.9% | -6.2% |
| 3M | -2.4% | +1.5% | -3.9% | -3.1% |
| 6M | +2.6% | -6.6% | +9.2% | +3.4% |
| YTD | +11.2% | -6.3% | +17.5% | +11.4% |
| 1Y | +13.4% | -4.0% | +17.3% | +12.8% |
| 3Y | +79.9% | +47.3% | +32.6% | +57.1% |
| 5Y | +72.2% | +47.7% | +24.5% | +46.9% |
| 10Y | +307.3% | +224.7% | +82.6% | +160.2% |
| All | +307.3% | +236.6% | +70.8% | +160.2% |
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