+92.7%
USB vs RBA
+229.0%
-136.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.5% | +7.3% | -8.8% | -3.6% |
| 30D | +4.3% | +16.9% | -12.6% | -0.7% |
| 3M | -6.1% | -0.5% | -5.6% | -6.3% |
| 6M | +9.4% | -10.4% | +19.8% | +12.0% |
| YTD | +15.2% | -7.2% | +22.4% | +16.1% |
| 1Y | +32.8% | -2.2% | +35.0% | +31.6% |
| 3Y | +91.3% | +43.7% | +47.6% | +66.8% |
| 5Y | +22.7% | +38.7% | -16.0% | +6.0% |
| All | +92.7% | +229.0% | -136.2% | +12.1% |
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