-100.0%
DFNS vs RBA
+147.6%
-247.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.9% |
| 7D | -37.0% | +3.2% | -40.2% | -36.5% |
| 30D | -63.4% | +12.0% | -75.4% | -62.5% |
| 3M | -94.1% | +2.9% | -97.0% | -94.1% |
| 6M | -96.3% | -6.3% | -90.1% | -96.4% |
| YTD | -99.6% | -5.9% | -93.7% | -99.6% |
| 1Y | -99.7% | -3.9% | -95.8% | -99.7% |
| 3Y | -100.0% | +64.9% | -164.9% | -100.0% |
| 5Y | -100.0% | +48.5% | -148.4% | -100.0% |
| All | -100.0% | +147.6% | -247.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling