+100.2%
DAL vs RBA
+48.6%
+51.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +4.6% | +7.3% | -2.8% | +1.9% |
| 30D | +2.3% | +16.9% | -14.6% | -3.4% |
| 3M | -8.1% | -0.5% | -7.6% | -8.2% |
| 6M | +21.4% | -10.4% | +31.8% | +25.1% |
| YTD | +24.3% | -7.2% | +31.5% | +26.1% |
| 1Y | +47.4% | -2.2% | +49.6% | +46.7% |
| 3Y | +164.6% | +43.7% | +120.9% | +131.5% |
| 5Y | +100.2% | +38.7% | +61.6% | +87.4% |
| All | +100.2% | +48.6% | +51.6% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling