+116.0%
DG vs RBA
+188.3%
-72.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | -2.9% | +11.3% | +8.9% |
| 30D | +4.9% | -12.3% | +17.2% | +7.2% |
| 3M | +29.3% | -20.5% | +49.9% | +34.1% |
| 6M | -11.3% | -18.5% | +7.3% | -8.5% |
| YTD | +1.8% | -18.2% | +20.0% | +4.6% |
| 1Y | +25.3% | -27.5% | +52.8% | +31.3% |
| 3Y | +9.1% | +38.1% | -29.0% | +1.0% |
| 5Y | -34.9% | +44.8% | -79.7% | -41.5% |
| All | +116.0% | +188.3% | -72.3% | +61.6% |
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