+79.0%
DRI vs RBA
+46.2%
+32.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +10.8% | +6.8% | +4.0% | +9.4% |
| 3M | +0.9% | +9.5% | -8.5% | -1.0% |
| 6M | +16.3% | -8.2% | +24.5% | +17.5% |
| YTD | +27.8% | -7.7% | +35.5% | +28.3% |
| 1Y | +33.9% | -6.9% | +40.8% | +34.1% |
| 3Y | +67.2% | +61.6% | +5.5% | +48.0% |
| 5Y | +79.0% | +44.7% | +34.3% | +66.7% |
| All | +79.0% | +46.2% | +32.8% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling