+165.8%
DLR vs RBA
+182.6%
-16.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +3.4% | -1.1% | +4.5% | +3.6% |
| 30D | -2.2% | -13.2% | +11.0% | +0.6% |
| 3M | +4.7% | -21.4% | +26.1% | +9.4% |
| 6M | +9.0% | -20.9% | +29.9% | +13.6% |
| YTD | +24.1% | -19.9% | +44.0% | +28.3% |
| 1Y | +20.9% | -28.7% | +49.6% | +28.2% |
| 3Y | +60.0% | +27.4% | +32.6% | +47.8% |
| 5Y | +35.3% | +41.7% | -6.4% | +19.9% |
| 10Y | +165.8% | +189.6% | -23.8% | +95.2% |
| All | +165.8% | +182.6% | -16.8% | +95.2% |
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