+5,719.1%
DHR vs RBA
+3,565.6%
+2,153.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | +4.0% | -12.3% | +16.3% | +7.3% |
| 3M | +11.5% | -20.5% | +32.0% | +17.2% |
| 6M | +1.9% | -18.5% | +20.4% | +6.4% |
| YTD | -8.9% | -18.2% | +9.3% | -5.3% |
| 1Y | +5.1% | -27.5% | +32.6% | +12.4% |
| 3Y | -10.3% | +38.1% | -48.4% | -19.0% |
| 5Y | -27.8% | +44.8% | -72.6% | -36.9% |
| 10Y | +203.6% | +187.1% | +16.5% | +117.7% |
| All | +5,719.1% | +3,565.6% | +2,153.5% | +2,231.7% |
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 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