-5.7%
DT vs RBA
-2.0%
-3.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -25.5% | +12.7% | -38.2% | -26.5% |
| 30D | -22.3% | +15.5% | -37.8% | -23.6% |
| 3M | +2.3% | -14.0% | +16.4% | +2.2% |
| 6M | +20.7% | -8.8% | +29.5% | +17.9% |
| YTD | +7.9% | -6.9% | +14.9% | +0.9% |
| 1Y | -5.7% | -3.0% | -2.8% | -14.5% |
| All | -5.7% | -2.0% | -3.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling