+66.7%
DRI vs RBA
+64.0%
+2.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +14.7% | +9.0% | +5.7% | +13.0% |
| 3M | +5.4% | +7.2% | -1.7% | +4.1% |
| 6M | +18.8% | -7.8% | +26.6% | +20.1% |
| YTD | +28.4% | -6.4% | +34.7% | +28.3% |
| 1Y | +37.7% | -4.2% | +41.8% | +36.7% |
| All | +66.7% | +64.0% | +2.7% | +47.0% |
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