+584.0%
DD vs RBA
+4,097.8%
-3,513.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +20.3% | +9.0% | +11.3% | +17.0% |
| 3M | +8.2% | +7.2% | +1.0% | +5.5% |
| 6M | +3.4% | -7.8% | +11.2% | +4.6% |
| YTD | +30.6% | -6.4% | +37.0% | +31.1% |
| 1Y | +30.6% | -4.2% | +34.8% | +30.1% |
| 3Y | +91.1% | +64.1% | +27.1% | +59.5% |
| 5Y | +68.6% | +48.4% | +20.2% | +40.9% |
| 10Y | +99.9% | +209.9% | -110.0% | +27.1% |
| All | +584.0% | +4,097.8% | -3,513.7% | +168.6% |
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 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