+10.5%
DOV vs RBA
-28.4%
+38.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | -7.5% | -13.2% | +5.7% | -4.5% |
| 3M | -9.7% | -21.4% | +11.7% | -5.4% |
| 6M | -6.1% | -20.9% | +14.8% | -2.1% |
| YTD | +0.5% | -19.9% | +20.3% | +3.0% |
| 1Y | +10.5% | -28.7% | +39.2% | +14.8% |
| All | +10.5% | -28.4% | +38.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling