+180.0%
DELL vs RBA
-6.7%
+186.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +17.1% | -0.5% | +17.7% | +17.2% |
| 30D | -35.1% | +6.8% | -41.9% | -36.0% |
| 3M | -23.3% | +9.5% | -32.7% | -25.0% |
| 6M | +55.8% | -8.2% | +64.0% | +54.3% |
| YTD | +198.0% | -7.7% | +205.7% | +194.9% |
| All | +180.0% | -6.7% | +186.7% | +171.5% |
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