+172.1%
DELL vs RBA
-4.5%
+176.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.8% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | -35.1% | +9.0% | -44.1% | -36.3% |
| 3M | -15.1% | +7.2% | -22.3% | -16.7% |
| 6M | +51.7% | -7.8% | +59.5% | +50.5% |
| YTD | +200.0% | -6.4% | +206.3% | +193.2% |
| 1Y | +172.1% | -4.2% | +176.3% | +160.0% |
| All | +172.1% | -4.5% | +176.6% | +160.0% |
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