+177.5%
DLR vs RBA
+236.6%
-59.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.9% |
| 7D | +2.4% | +2.5% | -0.1% | +1.9% |
| 30D | +0.7% | +11.6% | -10.8% | -1.6% |
| 3M | -6.4% | +1.5% | -7.9% | -7.0% |
| 6M | -6.5% | -6.6% | +0.1% | -6.0% |
| YTD | +18.8% | -6.3% | +25.1% | +18.7% |
| 1Y | +9.0% | -4.0% | +13.0% | +8.2% |
| 3Y | +54.5% | +47.3% | +7.2% | +38.3% |
| 5Y | +35.8% | +47.7% | -11.8% | +19.6% |
| 10Y | +177.5% | +224.7% | -47.3% | +102.6% |
| All | +177.5% | +236.6% | -59.1% | +102.6% |
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