-100.0%
DFNS vs RBA
+45.7%
-145.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.2% |
| 7D | -6.0% | +1.7% | -7.7% | -5.6% |
| 30D | -71.2% | +8.3% | -79.5% | -70.6% |
| 3M | -94.5% | +10.5% | -105.1% | -94.4% |
| 6M | -96.5% | -5.9% | -90.7% | -96.6% |
| YTD | -99.6% | -6.9% | -92.8% | -99.6% |
| 1Y | -99.7% | -4.9% | -94.8% | -99.7% |
| 3Y | -100.0% | +64.5% | -164.4% | -100.0% |
| All | -100.0% | +45.7% | -145.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling