-5.2%
DHR vs RBA
+29.1%
-34.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -0.8% | -1.1% | +0.2% | -0.6% |
| 30D | +0.2% | -13.2% | +13.4% | +3.8% |
| 3M | +12.1% | -21.4% | +33.4% | +17.9% |
| 6M | +5.4% | -20.9% | +26.3% | +10.6% |
| YTD | -10.0% | -19.9% | +9.9% | -6.3% |
| 1Y | +4.1% | -28.7% | +32.8% | +12.0% |
| 3Y | -5.2% | +27.4% | -32.6% | -11.7% |
| All | -5.2% | +29.1% | -34.2% | -11.7% |
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