-27.5%
DPZ vs RBA
+37.7%
-65.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.8% |
| 7D | +6.6% | +4.3% | +2.3% | +5.6% |
| 30D | +10.3% | +16.3% | -6.0% | +6.4% |
| 3M | -6.2% | +1.3% | -7.5% | -6.7% |
| 6M | +4.2% | -11.1% | +15.3% | +6.4% |
| YTD | -18.4% | -8.5% | -9.9% | -17.8% |
| 1Y | -14.9% | -2.1% | -12.8% | -15.9% |
| 3Y | -4.6% | +44.6% | -49.2% | -15.0% |
| All | -27.5% | +37.7% | -65.2% | -33.0% |
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 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