-98.3%
DFNS vs RBA
-26.5%
-71.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.2% |
| 7D | -16.0% | -2.9% | -13.1% | -13.0% |
| 30D | -77.7% | -12.3% | -65.4% | -74.0% |
| 3M | -77.2% | -20.5% | -56.7% | -69.1% |
| 6M | -95.2% | -18.5% | -76.6% | -93.5% |
| YTD | -98.0% | -18.2% | -79.7% | -97.3% |
| 1Y | -98.3% | -27.5% | -70.8% | -97.3% |
| All | -98.3% | -26.5% | -71.7% | -97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling