-16.1%
Z vs RBA
+224.6%
-240.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -4.6% | +4.3% | -8.8% | -6.4% |
| 30D | +8.3% | +16.3% | -8.0% | +0.3% |
| 3M | -11.6% | +1.3% | -12.9% | -12.4% |
| 6M | -33.6% | -11.1% | -22.6% | -30.5% |
| YTD | -56.7% | -8.5% | -48.2% | -55.3% |
| 1Y | -59.1% | -2.1% | -57.0% | -59.3% |
| 3Y | -20.4% | +44.6% | -64.9% | -36.4% |
| 5Y | -55.3% | +36.8% | -92.1% | -64.5% |
| All | -16.1% | +224.6% | -240.7% | -55.4% |
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