+1,529.8%
DVA vs RBA
+4,118.8%
-2,589.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -1.6% | +3.2% | -4.8% | -2.2% |
| 30D | 0.0% | +12.0% | -12.0% | -2.1% |
| 3M | -2.4% | +2.9% | -5.3% | -3.1% |
| 6M | -9.8% | -6.3% | -3.5% | -8.7% |
| YTD | +57.8% | -5.9% | +63.7% | +58.6% |
| 1Y | +49.2% | -3.9% | +53.1% | +49.3% |
| 3Y | +116.0% | +64.9% | +51.1% | +95.1% |
| 5Y | +68.5% | +48.5% | +20.0% | +51.9% |
| 10Y | +198.9% | +211.8% | -12.9% | +128.3% |
| All | +1,529.8% | +4,118.8% | -2,589.0% | +684.0% |
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