-37.5%
U vs RBA
+57.4%
-94.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.7% |
| 7D | +4.5% | -1.1% | +5.5% | +5.1% |
| 30D | -0.6% | -13.2% | +12.6% | +7.3% |
| 3M | +48.4% | -21.4% | +69.8% | +66.4% |
| 6M | +115.4% | -20.9% | +136.2% | +139.6% |
| YTD | -3.2% | -19.9% | +16.6% | +8.4% |
| 1Y | -6.0% | -28.7% | +22.6% | +12.2% |
| 3Y | +13.5% | +27.4% | -14.0% | -5.1% |
| 5Y | -68.0% | +41.7% | -109.7% | -75.6% |
| All | -37.5% | +57.4% | -94.9% | -53.2% |
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