+122.8%
DAL vs RBA
+224.6%
-101.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | +8.8% | +4.3% | +4.5% | +7.0% |
| 30D | +5.4% | +16.3% | -10.9% | -1.0% |
| 3M | -4.9% | +1.3% | -6.2% | -5.8% |
| 6M | +19.8% | -11.1% | +30.9% | +24.2% |
| YTD | +27.0% | -8.5% | +35.5% | +29.6% |
| 1Y | +52.5% | -2.1% | +54.6% | +51.3% |
| 3Y | +173.8% | +44.6% | +129.3% | +129.4% |
| 5Y | +104.5% | +36.8% | +67.7% | +70.5% |
| All | +122.8% | +224.6% | -101.8% | +16.7% |
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