-4.4%
DOC vs RBA
+187.5%
-191.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | -4.8% | -12.3% | +7.5% | -1.5% |
| 3M | +6.9% | -20.5% | +27.4% | +12.8% |
| 6M | +20.7% | -18.5% | +39.3% | +26.3% |
| YTD | +34.1% | -18.2% | +52.4% | +39.7% |
| 1Y | +22.6% | -27.5% | +50.1% | +31.7% |
| 3Y | +20.8% | +38.1% | -17.2% | +6.4% |
| 5Y | -24.9% | +44.8% | -69.7% | -36.6% |
| All | -4.4% | +187.5% | -191.9% | -39.9% |
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