+243.6%
W vs RBA
+236.6%
+7.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.1% |
| 7D | +3.3% | +2.5% | +0.8% | +1.9% |
| 30D | +10.5% | +11.6% | -1.0% | +2.8% |
| 3M | +9.6% | +1.5% | +8.1% | +7.7% |
| 6M | +76.4% | -6.6% | +83.0% | +82.7% |
| YTD | +16.4% | -6.3% | +22.7% | +20.4% |
| 1Y | +9.3% | -4.0% | +13.3% | +11.4% |
| 3Y | +172.8% | +47.3% | +125.5% | +109.5% |
| 5Y | -53.4% | +47.7% | -101.0% | -64.9% |
| 10Y | +243.6% | +224.7% | +18.9% | +49.3% |
| All | +243.6% | +236.6% | +7.1% | +49.3% |
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