+141.5%
W vs RBA
+182.6%
-41.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.8% |
| 7D | +6.5% | -1.1% | +7.5% | +7.2% |
| 30D | -6.2% | -13.2% | +7.0% | +2.3% |
| 3M | +48.9% | -21.4% | +70.2% | +73.0% |
| 6M | +31.2% | -20.9% | +52.1% | +51.6% |
| YTD | -0.4% | -19.9% | +19.4% | +14.4% |
| 1Y | +14.8% | -28.7% | +43.5% | +42.1% |
| 3Y | +40.5% | +27.4% | +13.1% | +18.9% |
| 5Y | -62.1% | +41.7% | -103.9% | -70.9% |
| 10Y | +141.5% | +189.6% | -48.1% | +6.8% |
| All | +141.5% | +182.6% | -41.0% | +6.8% |
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