+110.9%
DT vs RBA
+156.8%
-46.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.4% |
| 7D | -4.9% | -1.1% | -3.8% | -4.5% |
| 30D | +2.7% | -13.2% | +15.9% | +7.6% |
| 3M | +20.0% | -21.4% | +41.3% | +28.1% |
| 6M | +28.0% | -20.9% | +48.9% | +36.1% |
| YTD | +16.0% | -19.9% | +35.9% | +22.2% |
| 1Y | +0.7% | -28.7% | +29.4% | +10.5% |
| 3Y | +6.2% | +27.4% | -21.2% | -8.5% |
| 5Y | -28.1% | +41.7% | -69.9% | -42.9% |
| All | +110.9% | +156.8% | -46.0% | +19.4% |
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