+32.3%
DLR vs RBA
+45.7%
-13.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | +4.6% | +8.3% | -3.8% | +2.8% |
| 3M | -8.3% | +10.5% | -18.8% | -10.3% |
| 6M | -5.6% | -5.9% | +0.2% | -5.3% |
| YTD | +18.7% | -6.9% | +25.6% | +18.5% |
| 1Y | +17.1% | -4.9% | +22.0% | +16.2% |
| 3Y | +54.4% | +64.5% | -10.1% | +33.7% |
| All | +32.3% | +45.7% | -13.4% | +22.2% |
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 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