+4,120.2%
DE vs RBA
+4,118.8%
+1.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.3% | +3.2% | +0.1% | +2.3% |
| 30D | +10.7% | +12.0% | -1.3% | +7.0% |
| 3M | +13.1% | +2.9% | +10.2% | +11.7% |
| 6M | +20.2% | -6.3% | +26.5% | +21.4% |
| YTD | +48.9% | -5.9% | +54.8% | +49.1% |
| 1Y | +46.6% | -3.9% | +50.5% | +45.8% |
| 3Y | +91.4% | +64.9% | +26.5% | +59.5% |
| 5Y | +108.1% | +48.5% | +59.7% | +73.9% |
| 10Y | +782.7% | +211.8% | +570.9% | +459.1% |
| All | +4,120.2% | +4,118.8% | +1.3% | +1,471.4% |
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