-95.2%
DFNS vs RBA
-16.5%
-78.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | 0.0% |
| 7D | -16.0% | -2.9% | -13.1% | -11.3% |
| 30D | -77.7% | -12.3% | -65.4% | -71.7% |
| 3M | -77.2% | -20.5% | -56.7% | -63.1% |
| 6M | -95.2% | -18.5% | -76.6% | -92.4% |
| All | -95.2% | -16.5% | -78.7% | -92.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling