+187.5%
DVA vs RBA
+189.2%
-1.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +2.0% | -1.9% | +3.9% | +2.4% |
| 30D | -0.4% | -13.0% | +12.6% | +2.5% |
| 3M | -7.7% | -23.1% | +15.4% | -2.3% |
| 6M | +20.0% | -22.6% | +42.5% | +26.6% |
| YTD | +61.1% | -20.4% | +81.5% | +68.0% |
| 1Y | +33.9% | -29.6% | +63.5% | +43.0% |
| 3Y | +91.5% | +26.6% | +65.0% | +80.0% |
| 5Y | +41.8% | +38.2% | +3.6% | +27.6% |
| 10Y | +187.5% | +194.7% | -7.2% | +98.2% |
| All | +187.5% | +189.2% | -1.7% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling