-0.1%
DT vs RBA
-29.1%
+29.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +0.1% | -13.0% | +13.0% | +1.1% |
| 3M | +24.1% | -23.1% | +47.2% | +24.4% |
| 6M | +30.1% | -22.6% | +52.7% | +29.9% |
| YTD | +16.8% | -20.4% | +37.1% | +14.7% |
| 1Y | -0.1% | -29.6% | +29.5% | -1.7% |
| All | -0.1% | -29.1% | +29.0% | -1.7% |
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 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