+755.9%
DE vs RBA
+207.2%
+548.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.2% |
| 30D | +3.6% | +8.3% | -4.8% | +1.1% |
| 3M | +10.2% | +10.5% | -0.3% | +6.7% |
| 6M | +16.6% | -5.9% | +22.4% | +17.6% |
| YTD | +45.8% | -6.9% | +52.7% | +46.5% |
| 1Y | +43.9% | -4.9% | +48.8% | +43.5% |
| 3Y | +89.6% | +64.5% | +25.2% | +57.8% |
| 5Y | +100.3% | +46.1% | +54.2% | +68.3% |
| All | +755.9% | +207.2% | +548.7% | +406.3% |
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 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