+119.3%
DG vs RBA
+236.6%
-117.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | +7.4% | +11.6% | -4.1% | +5.4% |
| 3M | +8.5% | +1.5% | +7.0% | +8.1% |
| 6M | +21.9% | -6.6% | +28.5% | +22.8% |
| YTD | +4.9% | -6.3% | +11.2% | +5.3% |
| 1Y | +40.4% | -4.0% | +44.4% | +40.3% |
| 3Y | +23.5% | +47.3% | -23.8% | +13.3% |
| 5Y | -32.3% | +47.7% | -79.9% | -39.0% |
| 10Y | +119.3% | +224.7% | -105.4% | +67.0% |
| All | +119.3% | +236.6% | -117.2% | +67.0% |
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 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