+697.3%
DELL vs RBA
+32.9%
+664.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | -2.9% | +17.8% | +16.1% |
| 30D | +13.3% | -12.3% | +25.6% | +18.6% |
| 3M | +24.4% | -20.5% | +44.9% | +32.6% |
| 6M | +258.0% | -18.5% | +276.6% | +276.6% |
| YTD | +320.2% | -18.2% | +338.4% | +341.9% |
| 1Y | +319.1% | -27.5% | +346.6% | +364.0% |
| All | +697.3% | +32.9% | +664.4% | +642.7% |
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