+762.6%
DE vs RBA
+204.3%
+558.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | +4.4% | +6.8% | -2.4% | +2.3% |
| 3M | +9.8% | +9.5% | +0.3% | +6.6% |
| 6M | +15.8% | -8.2% | +24.0% | +17.7% |
| YTD | +47.0% | -7.7% | +54.7% | +48.1% |
| 1Y | +42.8% | -6.9% | +49.7% | +43.4% |
| 3Y | +88.9% | +61.6% | +27.3% | +58.1% |
| 5Y | +101.9% | +44.7% | +57.2% | +70.1% |
| All | +762.6% | +204.3% | +558.3% | +411.6% |
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 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