-8.4%
DPZ vs RBA
+36.9%
-45.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -2.9% | +0.4% | -2.0% |
| 30D | -7.0% | -12.3% | +5.3% | -4.6% |
| 3M | +11.6% | -20.5% | +32.1% | +16.4% |
| 6M | -15.2% | -18.5% | +3.4% | -12.1% |
| YTD | -17.2% | -18.2% | +1.0% | -14.8% |
| 1Y | -24.8% | -27.5% | +2.7% | -20.4% |
| All | -8.4% | +36.9% | -45.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling