-14.0%
Z vs RBA
+229.0%
-242.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.3% | -10.3% | -10.5% |
| 7D | -2.3% | +7.3% | -9.6% | -5.6% |
| 30D | +9.4% | +16.9% | -7.6% | +1.0% |
| 3M | -16.1% | -0.5% | -15.6% | -16.0% |
| 6M | -30.4% | -10.4% | -20.0% | -27.4% |
| YTD | -55.6% | -7.2% | -48.4% | -54.5% |
| 1Y | -58.5% | -2.2% | -56.3% | -58.7% |
| 3Y | -19.6% | +43.7% | -63.4% | -35.6% |
| 5Y | -54.1% | +38.7% | -92.8% | -63.8% |
| All | -14.0% | +229.0% | -242.9% | -54.6% |
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