+235.3%
DIA vs RBA
+204.3%
+31.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +1.2% | +6.8% | -5.6% | -0.5% |
| 3M | -2.4% | +9.5% | -11.9% | -4.9% |
| 6M | +5.7% | -8.2% | +13.9% | +7.0% |
| YTD | +9.9% | -7.7% | +17.7% | +10.6% |
| 1Y | +9.8% | -6.9% | +16.7% | +10.1% |
| 3Y | +59.8% | +61.6% | -1.9% | +37.1% |
| 5Y | +57.7% | +44.7% | +13.0% | +36.1% |
| All | +235.3% | +204.3% | +31.0% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling