+65.3%
T vs RBA
+182.6%
-117.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | -1.5% | -1.1% | -0.5% | -1.4% |
| 30D | +7.6% | -13.2% | +20.8% | +9.7% |
| 3M | +15.3% | -21.4% | +36.7% | +19.0% |
| 6M | -8.5% | -20.9% | +12.4% | -5.8% |
| YTD | +6.8% | -19.9% | +26.6% | +9.2% |
| 1Y | -7.2% | -28.7% | +21.4% | -3.4% |
| 3Y | +108.2% | +27.4% | +80.8% | +95.2% |
| 5Y | +66.1% | +41.7% | +24.3% | +49.9% |
| 10Y | +65.3% | +189.6% | -124.3% | +18.4% |
| All | +65.3% | +182.6% | -117.3% | +18.4% |
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