+65.7%
DIA vs RBA
+45.3%
+20.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -1.5% | -12.3% | +10.8% | +0.9% |
| 3M | +3.8% | -20.5% | +24.3% | +7.9% |
| 6M | +10.3% | -18.5% | +28.8% | +13.9% |
| YTD | +12.1% | -18.2% | +30.3% | +15.4% |
| 1Y | +18.6% | -27.5% | +46.1% | +25.1% |
| 3Y | +60.6% | +38.1% | +22.6% | +48.9% |
| All | +65.7% | +45.3% | +20.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling