+400.9%
DELL vs RBA
+48.1%
+352.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.6% |
| 7D | -11.8% | +2.5% | -14.3% | -12.6% |
| 30D | -40.8% | +11.6% | -52.4% | -43.2% |
| 3M | -23.6% | +1.5% | -25.1% | -24.3% |
| 6M | +33.4% | -6.6% | +40.0% | +33.7% |
| YTD | +178.0% | -6.3% | +184.3% | +177.7% |
| 1Y | +138.6% | -4.0% | +142.5% | +135.9% |
| 3Y | +400.9% | +47.3% | +353.6% | +345.1% |
| All | +400.9% | +48.1% | +352.8% | +345.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling