+39.5%
DVA vs RBA
+44.6%
-5.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | -2.0% | -13.2% | +11.2% | +0.5% |
| 3M | -6.3% | -21.4% | +15.1% | -1.8% |
| 6M | +19.4% | -20.9% | +40.3% | +24.9% |
| YTD | +58.5% | -19.9% | +78.3% | +64.4% |
| 1Y | +33.9% | -28.7% | +62.5% | +41.4% |
| 3Y | +88.4% | +27.4% | +61.0% | +81.9% |
| 5Y | +39.5% | +41.7% | -2.2% | +31.8% |
| All | +39.5% | +44.6% | -5.1% | +31.8% |
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