+31.7%
DG vs RBA
-5.6%
+37.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -2.5% | -0.5% | -1.9% | -2.3% |
| 30D | +7.7% | +6.8% | +0.8% | +6.1% |
| 3M | +13.1% | +9.5% | +3.7% | +10.8% |
| 6M | +32.0% | -8.2% | +40.2% | +33.8% |
| YTD | +3.3% | -7.7% | +11.1% | -1.7% |
| 1Y | +31.7% | -6.9% | +38.6% | +24.7% |
| All | +31.7% | -5.6% | +37.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling