+96.6%
DGX vs RBA
+29.1%
+67.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -0.3% | -1.1% | +0.7% | -0.2% |
| 30D | -1.2% | -13.2% | +12.0% | 0.0% |
| 3M | +19.9% | -21.4% | +41.3% | +22.1% |
| 6M | +19.2% | -20.9% | +40.1% | +21.3% |
| YTD | +37.5% | -19.9% | +57.3% | +39.2% |
| 1Y | +31.3% | -28.7% | +60.0% | +35.0% |
| 3Y | +96.6% | +27.4% | +69.2% | +87.9% |
| All | +96.6% | +29.1% | +67.6% | +87.9% |
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