+68.3%
DGX vs RBA
+39.4%
+28.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.2% | -2.9% | +1.8% | -0.9% |
| 3M | +15.8% | -20.9% | +36.7% | +18.0% |
| 6M | +18.2% | -17.7% | +35.8% | +19.8% |
| YTD | +37.2% | -18.2% | +55.4% | +38.9% |
| 1Y | +30.4% | -29.1% | +59.4% | +34.0% |
| 3Y | +96.7% | +29.5% | +67.2% | +89.5% |
| All | +68.3% | +39.4% | +28.9% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling