+98.2%
DE vs RBA
+39.8%
+58.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.6% |
| 30D | +11.1% | -13.0% | +24.1% | +14.7% |
| 3M | +17.6% | -23.1% | +40.7% | +24.6% |
| 6M | +13.6% | -22.6% | +36.2% | +19.9% |
| YTD | +46.3% | -20.4% | +66.7% | +52.6% |
| 1Y | +44.2% | -29.6% | +73.8% | +55.1% |
| 3Y | +76.6% | +26.6% | +50.0% | +63.7% |
| 5Y | +98.2% | +38.2% | +60.1% | +73.6% |
| All | +98.2% | +39.8% | +58.4% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling