+1,116.5%
DOV vs RBA
+3,565.6%
-2,449.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.7% | -2.9% | +0.3% | -1.8% |
| 30D | -8.1% | -12.3% | +4.2% | -4.6% |
| 3M | -9.4% | -20.5% | +11.1% | -3.8% |
| 6M | -12.6% | -18.5% | +5.9% | -7.9% |
| YTD | -0.5% | -18.2% | +17.8% | +4.3% |
| 1Y | +9.2% | -27.5% | +36.8% | +18.5% |
| 3Y | +34.1% | +38.1% | -4.0% | +18.9% |
| 5Y | +17.3% | +44.8% | -27.5% | 0.0% |
| 10Y | +284.9% | +187.1% | +97.8% | +159.7% |
| All | +1,116.5% | +3,565.6% | -2,449.1% | +445.6% |
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 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