+212.8%
RDDT vs RBA
+11.1%
+201.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | -0.2% |
| 7D | +2.1% | +0.1% | +2.1% | +2.1% |
| 30D | +2.8% | -2.9% | +5.7% | +4.0% |
| 3M | -8.9% | -20.9% | +12.0% | +0.7% |
| 6M | +15.1% | -17.7% | +32.7% | +24.5% |
| YTD | -31.4% | -18.2% | -13.2% | -25.8% |
| 1Y | -39.4% | -29.1% | -10.4% | -30.0% |
| All | +212.8% | +11.1% | +201.7% | +110.3% |
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