+589.6%
DG vs RBA
+423.7%
+165.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.9% |
| 7D | +1.1% | +4.3% | -3.2% | +0.5% |
| 30D | +9.5% | +16.3% | -6.8% | +7.1% |
| 3M | +5.5% | +1.3% | +4.1% | +5.1% |
| 6M | +16.1% | -11.1% | +27.2% | +17.7% |
| YTD | +2.7% | -8.5% | +11.1% | +3.4% |
| 1Y | +42.1% | -2.1% | +44.2% | +41.7% |
| 3Y | +19.3% | +44.6% | -25.3% | +11.4% |
| 5Y | -35.3% | +36.8% | -72.2% | -40.0% |
| 10Y | +123.9% | +227.3% | -103.4% | +79.6% |
| All | +589.6% | +423.7% | +165.9% | +420.3% |
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