+8,331.3%
DGX vs RBA
+3,565.5%
+4,765.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.3% | -2.9% | +0.6% | -1.9% |
| 30D | +0.6% | -12.3% | +12.8% | +2.5% |
| 3M | +21.4% | -20.5% | +41.9% | +25.2% |
| 6M | +14.7% | -18.5% | +33.3% | +17.7% |
| YTD | +38.4% | -18.2% | +56.7% | +41.6% |
| 1Y | +34.0% | -27.5% | +61.5% | +39.5% |
| 3Y | +92.7% | +38.1% | +54.6% | +79.5% |
| 5Y | +67.7% | +44.8% | +22.9% | +52.3% |
| 10Y | +248.0% | +187.1% | +60.9% | +176.7% |
| All | +8,331.3% | +3,565.5% | +4,765.7% | +5,136.6% |
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