+359.5%
DRI vs RBA
+224.6%
+134.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +2.8% | +4.3% | -1.5% | +1.3% |
| 30D | +13.3% | +16.3% | -3.1% | +7.1% |
| 3M | +8.2% | +1.3% | +6.9% | +7.0% |
| 6M | +17.5% | -11.1% | +28.6% | +20.8% |
| YTD | +26.9% | -8.5% | +35.4% | +27.8% |
| 1Y | +31.6% | -2.1% | +33.7% | +28.9% |
| 3Y | +67.0% | +44.6% | +22.4% | +36.0% |
| 5Y | +72.9% | +36.8% | +36.1% | +39.4% |
| All | +359.5% | +224.6% | +134.9% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling