-2.5%
DPZ vs RBA
+44.2%
-46.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +9.5% | +7.3% | +2.2% | +8.0% |
| 30D | +12.8% | +16.9% | -4.1% | +9.2% |
| 3M | -6.2% | -0.5% | -5.7% | -6.3% |
| 6M | +4.3% | -10.4% | +14.7% | +6.1% |
| YTD | -16.6% | -7.2% | -9.4% | -16.4% |
| 1Y | -12.8% | -2.2% | -10.6% | -13.9% |
| All | -2.5% | +44.2% | -46.7% | -9.0% |
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 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