+974.0%
DIA vs RBA
+4,003.4%
-3,029.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | +0.3% | +16.3% | -16.1% | -3.2% |
| 3M | -4.5% | +1.3% | -5.8% | -5.1% |
| 6M | +3.4% | -11.1% | +14.4% | +5.2% |
| YTD | +7.8% | -8.5% | +16.2% | +8.6% |
| 1Y | +10.7% | -2.1% | +12.9% | +9.9% |
| 3Y | +57.5% | +44.6% | +13.0% | +41.6% |
| 5Y | +53.7% | +36.8% | +16.9% | +37.1% |
| 10Y | +247.2% | +227.3% | +19.9% | +146.1% |
| All | +974.0% | +4,003.4% | -3,029.4% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling