+19.3%
DG vs RBA
+42.3%
-23.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.9% |
| 7D | +1.1% | +4.3% | -3.2% | +0.6% |
| 30D | +9.5% | +16.3% | -6.8% | +7.4% |
| 3M | +5.5% | +1.3% | +4.1% | +5.1% |
| 6M | +16.1% | -11.1% | +27.2% | +17.5% |
| YTD | +2.7% | -8.5% | +11.1% | +3.3% |
| 1Y | +42.1% | -2.1% | +44.2% | +42.1% |
| 3Y | +19.3% | +44.6% | -25.3% | +15.1% |
| All | +19.3% | +42.3% | -23.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling