+111.1%
DG vs RBA
+209.3%
-98.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +8.6% | +9.0% | -0.3% | +7.0% |
| 3M | +15.0% | +7.2% | +7.9% | +13.5% |
| 6M | +32.7% | -7.8% | +40.4% | +34.0% |
| YTD | +5.5% | -6.4% | +11.9% | +5.9% |
| 1Y | +34.6% | -4.2% | +38.8% | +34.6% |
| 3Y | +24.2% | +64.1% | -39.8% | +12.1% |
| 5Y | -32.3% | +48.4% | -80.7% | -38.9% |
| 10Y | +111.1% | +209.9% | -98.8% | +63.3% |
| All | +111.1% | +209.3% | -98.2% | +63.3% |
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