+4,146.2%
DE vs RBA
+3,565.6%
+580.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +10.0% | -2.9% | +13.0% | +11.0% |
| 30D | +13.3% | -12.3% | +25.6% | +17.6% |
| 3M | +17.5% | -20.5% | +38.0% | +25.0% |
| 6M | +13.6% | -18.5% | +32.1% | +19.7% |
| YTD | +49.8% | -18.2% | +68.0% | +56.8% |
| 1Y | +47.9% | -27.5% | +75.4% | +60.1% |
| 3Y | +72.5% | +38.1% | +34.5% | +51.5% |
| 5Y | +90.2% | +44.8% | +45.4% | +59.8% |
| 10Y | +865.4% | +187.1% | +678.2% | +527.4% |
| All | +4,146.2% | +3,565.6% | +580.7% | +1,552.4% |
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