+143.3%
DELL vs RBA
-2.0%
+145.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -9.2% |
| 7D | -24.6% | +12.7% | -37.2% | -26.6% |
| 30D | -32.5% | +15.5% | -48.0% | -34.7% |
| 3M | -20.2% | -14.0% | -6.2% | -17.8% |
| 6M | +76.5% | -8.8% | +85.3% | +75.7% |
| YTD | +198.9% | -6.9% | +205.8% | +197.1% |
| 1Y | +143.3% | -3.0% | +146.3% | +135.8% |
| All | +143.3% | -2.0% | +145.3% | +135.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling