+9,164.1%
DGX vs RBA
+4,075.0%
+5,089.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +1.6% | +1.7% | -0.2% | +1.3% |
| 30D | +11.2% | +8.3% | +2.9% | +9.8% |
| 3M | +10.4% | +10.5% | -0.2% | +8.6% |
| 6M | +37.1% | -5.9% | +43.0% | +37.7% |
| YTD | +52.1% | -6.9% | +59.0% | +52.4% |
| 1Y | +40.7% | -4.9% | +45.6% | +40.5% |
| 3Y | +107.6% | +64.5% | +43.1% | +88.5% |
| 5Y | +90.6% | +46.1% | +44.5% | +73.3% |
| 10Y | +287.9% | +208.2% | +79.7% | +204.7% |
| All | +9,164.1% | +4,075.0% | +5,089.2% | +5,535.8% |
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