-28.8%
DPZ vs RBA
+45.3%
-74.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -2.9% | +0.4% | -1.9% |
| 30D | -7.0% | -12.3% | +5.3% | -4.3% |
| 3M | +11.6% | -20.5% | +32.1% | +16.9% |
| 6M | -15.2% | -18.5% | +3.4% | -11.8% |
| YTD | -17.2% | -18.2% | +1.0% | -14.5% |
| 1Y | -24.8% | -27.5% | +2.7% | -20.1% |
| 3Y | -8.7% | +38.1% | -46.7% | -17.1% |
| All | -28.8% | +45.3% | -74.1% | -37.2% |
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