+1,482.5%
DVA vs RBA
+4,035.9%
-2,553.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.7% | -4.9% |
| 7D | -10.7% | -0.5% | -10.1% | -10.6% |
| 30D | -4.4% | +6.8% | -11.2% | -5.6% |
| 3M | -4.1% | +9.5% | -13.5% | -5.8% |
| 6M | -13.2% | -8.2% | -5.0% | -11.9% |
| YTD | +53.2% | -7.7% | +61.0% | +54.5% |
| 1Y | +40.8% | -6.9% | +47.7% | +41.8% |
| 3Y | +109.7% | +61.6% | +48.1% | +90.2% |
| 5Y | +64.5% | +44.7% | +19.8% | +49.0% |
| 10Y | +192.4% | +205.3% | -12.9% | +124.2% |
| All | +1,482.5% | +4,035.9% | -2,553.5% | +664.0% |
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