+609.3%
DOC vs RBA
+4,072.3%
-3,463.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +8.7% | +12.7% | -3.9% | +5.4% |
| 30D | +7.6% | +15.5% | -7.9% | +3.6% |
| 3M | -5.3% | -14.0% | +8.8% | -2.1% |
| 6M | +27.6% | -8.8% | +36.4% | +29.6% |
| YTD | +32.4% | -6.9% | +39.3% | +33.2% |
| 1Y | +22.9% | -3.0% | +25.8% | +22.1% |
| 3Y | +43.1% | +44.2% | -1.1% | +26.0% |
| 5Y | -21.4% | +50.6% | -72.0% | -33.2% |
| 10Y | +16.8% | +232.8% | -216.0% | -22.7% |
| All | +609.3% | +4,072.3% | -3,463.0% | +240.7% |
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