+4,768.7%
DRI vs RBA
+3,565.6%
+1,203.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +3.8% | -12.3% | +16.1% | +7.4% |
| 3M | +13.0% | -20.5% | +33.5% | +19.4% |
| 6M | +8.3% | -18.5% | +26.9% | +13.4% |
| YTD | +20.6% | -18.2% | +38.8% | +25.6% |
| 1Y | +6.5% | -27.5% | +34.0% | +14.5% |
| 3Y | +53.7% | +38.1% | +15.6% | +35.2% |
| 5Y | +72.7% | +44.8% | +27.9% | +45.9% |
| 10Y | +363.2% | +187.1% | +176.0% | +215.8% |
| All | +4,768.7% | +3,565.6% | +1,203.1% | +2,005.3% |
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