+1,077.0%
TER vs RBA
+209.3%
+867.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -30.8% | +9.0% | -39.7% | -33.3% |
| 3M | -29.9% | +7.2% | -37.1% | -32.6% |
| 6M | -27.5% | -7.8% | -19.7% | -26.5% |
| YTD | +37.5% | -6.4% | +43.8% | +37.9% |
| 1Y | +50.3% | -4.2% | +54.4% | +49.3% |
| 3Y | +204.9% | +64.1% | +140.8% | +138.5% |
| 5Y | +89.2% | +48.4% | +40.8% | +49.0% |
| 10Y | +1,077.0% | +209.9% | +867.0% | +542.3% |
| All | +1,077.0% | +209.3% | +867.6% | +542.3% |
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