+68.4%
DOV vs RBA
+48.1%
+20.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.8% |
| 7D | -1.4% | +2.5% | -3.9% | -2.0% |
| 30D | +12.8% | +11.6% | +1.2% | +9.3% |
| 3M | +1.1% | +1.5% | -0.4% | +0.6% |
| 6M | -2.6% | -6.6% | +4.0% | -1.6% |
| YTD | +9.9% | -6.3% | +16.2% | +10.1% |
| 1Y | +19.3% | -4.0% | +23.3% | +18.5% |
| 3Y | +68.4% | +47.3% | +21.1% | +53.6% |
| All | +68.4% | +48.1% | +20.3% | +53.6% |
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