-24.7%
U vs RBA
+79.8%
-104.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.3% |
| 7D | +36.6% | +4.3% | +32.3% | +33.3% |
| 30D | +13.3% | +16.3% | -3.0% | +3.6% |
| 3M | +26.2% | +1.3% | +24.9% | +24.4% |
| 6M | +88.7% | -11.1% | +99.8% | +96.8% |
| YTD | +16.6% | -8.5% | +25.0% | +20.7% |
| 1Y | +29.0% | -2.1% | +31.1% | +28.1% |
| 3Y | +99.5% | +44.6% | +54.9% | +54.8% |
| 5Y | -66.1% | +36.8% | -102.9% | -73.7% |
| All | -24.7% | +79.8% | -104.5% | -47.9% |
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