+784.1%
DE vs RBA
+209.3%
+574.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.3% | +0.6% | +1.6% | +2.1% |
| 30D | +9.3% | +9.0% | +0.4% | +6.6% |
| 3M | +12.2% | +7.2% | +5.1% | +9.6% |
| 6M | +18.1% | -7.8% | +25.8% | +19.9% |
| YTD | +49.8% | -6.4% | +56.1% | +50.2% |
| 1Y | +46.4% | -4.2% | +50.6% | +45.7% |
| 3Y | +92.5% | +64.1% | +28.5% | +60.4% |
| 5Y | +107.4% | +48.4% | +59.0% | +73.3% |
| 10Y | +784.1% | +209.9% | +574.1% | +421.9% |
| All | +784.1% | +209.3% | +574.7% | +421.9% |
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