+583.4%
DG vs RBA
+367.8%
+215.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | -2.9% | +11.3% | +8.8% |
| 30D | +4.9% | -12.3% | +17.2% | +6.8% |
| 3M | +29.3% | -20.5% | +49.9% | +33.4% |
| 6M | -11.3% | -18.5% | +7.3% | -8.9% |
| YTD | +1.8% | -18.2% | +20.0% | +4.2% |
| 1Y | +25.3% | -27.5% | +52.8% | +30.4% |
| 3Y | +9.1% | +38.1% | -29.0% | +2.5% |
| 5Y | -34.9% | +44.8% | -79.7% | -40.2% |
| 10Y | +108.2% | +187.1% | -79.0% | +70.1% |
| All | +583.4% | +367.8% | +215.6% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling