+54.1%
T vs RBA
+236.6%
-182.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -1.7% | +11.6% | -13.3% | -3.3% |
| 3M | -7.3% | +1.5% | -8.8% | -7.7% |
| 6M | -11.2% | -6.6% | -4.6% | -10.7% |
| YTD | -8.1% | -6.3% | -1.8% | -8.1% |
| 1Y | -8.0% | -4.0% | -4.1% | -8.5% |
| 3Y | +62.1% | +47.3% | +14.9% | +49.1% |
| 5Y | +55.7% | +47.7% | +8.0% | +41.1% |
| 10Y | +54.1% | +224.7% | -170.6% | +11.8% |
| All | +54.1% | +236.6% | -182.4% | +11.8% |
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