+88.3%
DT vs RBA
+195.6%
-107.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +2.7% | -0.5% | +3.3% | +2.9% |
| 30D | -30.4% | +6.8% | -37.2% | -32.1% |
| 3M | -9.4% | +9.5% | -18.9% | -12.4% |
| 6M | +14.5% | -8.2% | +22.7% | +15.9% |
| YTD | +3.6% | -7.7% | +11.3% | +3.8% |
| 1Y | -3.4% | -6.9% | +3.5% | -3.7% |
| 3Y | -11.1% | +61.6% | -72.8% | -29.7% |
| 5Y | -39.5% | +44.7% | -84.2% | -51.5% |
| All | +88.3% | +195.6% | -107.4% | +1.4% |
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