-99.9%
DFNS vs RBA
+45.3%
-145.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | -16.0% | -2.9% | -13.1% | -16.8% |
| 30D | -77.7% | -12.3% | -65.4% | -78.7% |
| 3M | -77.2% | -20.5% | -56.7% | -78.8% |
| 6M | -95.2% | -18.5% | -76.6% | -95.5% |
| YTD | -98.0% | -18.2% | -79.7% | -98.1% |
| 1Y | -98.3% | -27.5% | -70.8% | -98.5% |
| 3Y | -99.9% | +38.1% | -137.9% | -99.9% |
| All | -99.9% | +45.3% | -145.1% | -99.8% |
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