+1,368.5%
DTE vs RBA
+4,035.9%
-2,667.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +3.2% | -0.5% | +3.8% | +3.3% |
| 30D | +8.5% | +6.8% | +1.6% | +7.3% |
| 3M | +1.3% | +9.5% | -8.2% | -0.3% |
| 6M | -0.7% | -8.2% | +7.5% | +0.1% |
| YTD | +10.6% | -7.7% | +18.4% | +11.0% |
| 1Y | +2.6% | -6.9% | +9.6% | +2.8% |
| 3Y | +56.5% | +61.6% | -5.1% | +42.5% |
| 5Y | +46.7% | +44.7% | +2.0% | +33.9% |
| 10Y | +150.4% | +205.3% | -55.0% | +98.5% |
| All | +1,368.5% | +4,035.9% | -2,667.4% | +913.3% |
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