+443.6%
TEAM vs RBA
+207.2%
+236.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -26.7% | +8.3% | -35.1% | -28.8% |
| 3M | -9.6% | +10.5% | -20.2% | -12.8% |
| 6M | +86.0% | -5.9% | +91.9% | +88.0% |
| YTD | -7.5% | -6.9% | -0.6% | -6.5% |
| 1Y | -1.4% | -4.9% | +3.5% | -1.0% |
| 3Y | -14.3% | +64.5% | -78.8% | -28.5% |
| 5Y | -66.3% | +46.1% | -112.4% | -71.7% |
| All | +443.6% | +207.2% | +236.5% | +265.6% |
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