-36.6%
DT vs RBA
+45.7%
-82.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.7% |
| 30D | -29.5% | +8.3% | -37.9% | -31.1% |
| 3M | -11.7% | +10.5% | -22.3% | -14.2% |
| 6M | +29.0% | -5.9% | +34.9% | +28.9% |
| YTD | +3.4% | -6.9% | +10.2% | +3.0% |
| 1Y | -4.2% | -4.9% | +0.6% | -5.2% |
| 3Y | -12.8% | +64.5% | -77.3% | -28.8% |
| All | -36.6% | +45.7% | -82.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling