+1,322.6%
DTE vs RBA
+3,565.6%
-2,243.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | -2.6% | -12.3% | +9.7% | -0.7% |
| 3M | -3.9% | -20.5% | +16.6% | -0.8% |
| 6M | -7.9% | -18.5% | +10.6% | -5.4% |
| YTD | +7.2% | -18.2% | +25.4% | +9.7% |
| 1Y | +3.1% | -27.5% | +30.6% | +7.4% |
| 3Y | +47.6% | +38.1% | +9.5% | +37.6% |
| 5Y | +32.7% | +44.8% | -12.1% | +21.1% |
| 10Y | +138.8% | +187.1% | -48.4% | +91.5% |
| All | +1,322.6% | +3,565.6% | -2,243.0% | +901.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling