+1,374.0%
DTE vs RBA
+4,075.0%
-2,701.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +3.4% | +1.7% | +1.7% | +3.2% |
| 30D | +8.9% | +8.3% | +0.5% | +7.5% |
| 3M | +1.1% | +10.5% | -9.5% | -0.7% |
| 6M | +0.1% | -5.9% | +6.0% | +0.5% |
| YTD | +11.1% | -6.9% | +17.9% | +11.3% |
| 1Y | +4.9% | -4.9% | +9.8% | +4.8% |
| 3Y | +58.6% | +64.5% | -5.9% | +43.9% |
| 5Y | +47.3% | +46.1% | +1.2% | +34.2% |
| 10Y | +151.3% | +208.2% | -56.9% | +98.9% |
| All | +1,374.0% | +4,075.0% | -2,701.0% | +915.6% |
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