-100.0%
DFNS vs RBA
+61.6%
-161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.5% | -17.9% | -20.1% |
| 7D | -12.7% | -0.5% | -12.1% | -13.1% |
| 30D | -65.2% | +6.8% | -72.1% | -64.0% |
| 3M | -94.6% | +9.5% | -104.0% | -94.4% |
| 6M | -96.2% | -8.2% | -88.0% | -96.5% |
| YTD | -99.6% | -7.7% | -91.9% | -99.6% |
| 1Y | -99.7% | -6.9% | -92.8% | -99.7% |
| All | -100.0% | +61.6% | -161.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling