+5,022.7%
DRI vs RBA
+4,003.4%
+1,019.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +2.8% | +4.3% | -1.5% | +1.6% |
| 30D | +13.3% | +16.3% | -3.1% | +8.5% |
| 3M | +8.2% | +1.3% | +6.9% | +7.3% |
| 6M | +17.5% | -11.1% | +28.6% | +20.0% |
| YTD | +26.9% | -8.5% | +35.4% | +27.8% |
| 1Y | +31.6% | -2.1% | +33.7% | +29.9% |
| 3Y | +67.0% | +44.6% | +22.4% | +45.1% |
| 5Y | +72.9% | +36.8% | +36.1% | +48.7% |
| 10Y | +371.3% | +227.3% | +144.0% | +209.7% |
| All | +5,022.7% | +4,003.4% | +1,019.2% | +2,042.5% |
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