+32.3%
DLR vs RBA
+37.7%
-5.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -3.6% | +4.3% | -7.9% | -4.4% |
| 30D | -3.5% | +16.3% | -19.8% | -6.5% |
| 3M | -8.9% | +1.3% | -10.2% | -9.4% |
| 6M | -11.6% | -11.1% | -0.5% | -10.1% |
| YTD | +14.9% | -8.5% | +23.4% | +15.1% |
| 1Y | +6.4% | -2.1% | +8.6% | +4.7% |
| 3Y | +47.3% | +44.6% | +2.7% | +31.0% |
| All | +32.3% | +37.7% | -5.4% | +23.3% |
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