-3.0%
RBA vs DAR
+63.3%
-66.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.1% |
| 7D | +12.7% | -5.7% | +18.4% | +12.8% |
| 30D | +15.5% | -16.6% | +32.1% | +16.2% |
| 3M | -14.0% | -13.1% | -1.0% | -13.6% |
| 6M | -8.8% | -18.8% | +9.9% | -7.9% |
| YTD | -6.9% | +45.3% | -52.2% | -14.2% |
| 1Y | -3.0% | +60.6% | -63.6% | -13.1% |
| All | -3.0% | +63.3% | -66.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling