+248.1%
DGX vs RBA
+206.5%
+41.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.2% | -2.9% | +1.8% | -0.7% |
| 3M | +15.8% | -20.9% | +36.7% | +20.2% |
| 6M | +18.2% | -17.7% | +35.8% | +21.6% |
| YTD | +37.2% | -18.2% | +55.4% | +40.8% |
| 1Y | +30.4% | -29.1% | +59.4% | +37.4% |
| 3Y | +96.7% | +29.5% | +67.2% | +81.2% |
| 5Y | +67.2% | +40.2% | +26.9% | +47.5% |
| All | +248.1% | +206.5% | +41.7% | +133.1% |
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 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