+3,340.7%
DLR vs RBA
+1,275.8%
+2,064.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | -3.6% | +4.3% | -7.9% | -4.7% |
| 30D | -3.5% | +16.3% | -19.8% | -7.5% |
| 3M | -8.9% | +1.3% | -10.2% | -9.6% |
| 6M | -11.6% | -11.1% | -0.5% | -9.8% |
| YTD | +14.9% | -8.5% | +23.4% | +15.5% |
| 1Y | +6.4% | -2.1% | +8.6% | +4.9% |
| 3Y | +47.3% | +44.6% | +2.7% | +28.7% |
| 5Y | +32.8% | +36.8% | -4.0% | +15.1% |
| 10Y | +169.6% | +227.3% | -57.8% | +71.6% |
| All | +3,340.7% | +1,275.8% | +2,064.9% | +1,249.5% |
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