-28.2%
DHR vs RBA
+44.6%
-72.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +12.1% | -21.4% | +33.4% | +17.9% |
| 6M | +5.4% | -20.9% | +26.3% | +10.7% |
| YTD | -10.0% | -19.9% | +9.9% | -6.1% |
| 1Y | +4.1% | -28.7% | +32.8% | +11.7% |
| 3Y | -5.2% | +27.4% | -32.6% | -12.3% |
| 5Y | -28.2% | +41.7% | -70.0% | -40.8% |
| All | -28.2% | +44.6% | -72.8% | -40.8% |
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 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