-100.0%
DFNS vs RBA
+37.7%
-137.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -12.6% |
| 7D | -44.0% | +4.3% | -48.3% | -43.3% |
| 30D | -69.1% | +16.3% | -85.4% | -67.8% |
| 3M | -95.6% | +1.3% | -96.9% | -95.7% |
| 6M | -96.2% | -11.1% | -85.1% | -96.3% |
| YTD | -99.6% | -8.5% | -91.1% | -99.6% |
| 1Y | -99.7% | -2.1% | -97.6% | -99.7% |
| 3Y | -100.0% | +44.6% | -144.5% | -100.0% |
| All | -100.0% | +37.7% | -137.7% | -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