+3,595.7%
DLR vs RBA
+1,129.0%
+2,466.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -3.4% | -12.3% | +8.9% | -0.1% |
| 3M | +0.5% | -20.5% | +21.0% | +6.0% |
| 6M | +4.6% | -18.5% | +23.1% | +9.3% |
| YTD | +23.4% | -18.2% | +41.6% | +28.1% |
| 1Y | +19.0% | -27.5% | +46.5% | +27.5% |
| 3Y | +56.5% | +38.1% | +18.5% | +38.7% |
| 5Y | +33.3% | +44.8% | -11.5% | +13.5% |
| 10Y | +165.1% | +187.1% | -22.0% | +75.3% |
| All | +3,595.7% | +1,129.0% | +2,466.7% | +1,397.2% |
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 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