-14.9%
DPZ vs RBA
-3.3%
-11.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | +6.6% | +4.3% | +2.3% | +6.0% |
| 30D | +10.3% | +16.3% | -6.0% | +8.2% |
| 3M | -6.2% | +1.3% | -7.5% | -6.6% |
| 6M | +4.2% | -11.1% | +15.3% | +5.5% |
| YTD | -18.4% | -8.5% | -9.9% | -18.8% |
| 1Y | -14.9% | -2.1% | -12.8% | -17.5% |
| All | -14.9% | -3.3% | -11.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling