+1,001.8%
TER vs RBA
+236.6%
+765.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +11.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.6% |
| 30D | -38.9% | +11.6% | -50.5% | -41.7% |
| 3M | -35.1% | +1.5% | -36.6% | -36.2% |
| 6M | -31.6% | -6.6% | -24.9% | -31.1% |
| YTD | +27.2% | -6.3% | +33.5% | +27.6% |
| 1Y | +35.2% | -4.0% | +39.2% | +34.3% |
| 3Y | +192.8% | +47.3% | +145.5% | +138.7% |
| 5Y | +72.4% | +47.7% | +24.8% | +36.2% |
| 10Y | +1,001.8% | +224.7% | +777.1% | +510.4% |
| All | +1,001.8% | +236.6% | +765.3% | +510.4% |
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