+351.3%
DAL vs RBA
+513.1%
-161.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | -2.9% | +3.1% | +1.2% |
| 30D | -13.9% | -12.3% | -1.6% | -10.0% |
| 3M | +1.1% | -20.5% | +21.6% | +8.8% |
| 6M | +26.2% | -18.5% | +44.8% | +34.5% |
| YTD | +16.4% | -18.2% | +34.7% | +23.7% |
| 1Y | +33.9% | -27.5% | +61.4% | +48.0% |
| 3Y | +93.4% | +38.1% | +55.3% | +68.9% |
| 5Y | +106.4% | +44.8% | +61.6% | +72.6% |
| 10Y | +143.0% | +187.1% | -44.2% | +53.7% |
| All | +351.3% | +513.1% | -161.8% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling