+5,650.9%
DPZ vs RBA
+1,354.2%
+4,296.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.4% | +4.9% |
| 7D | +10.1% | +12.7% | -2.6% | +7.0% |
| 30D | +14.6% | +15.5% | -0.9% | +10.6% |
| 3M | -6.8% | -14.0% | +7.3% | -3.8% |
| 6M | +4.4% | -8.8% | +13.2% | +6.0% |
| YTD | -16.8% | -6.9% | -9.9% | -16.5% |
| 1Y | -14.5% | -3.0% | -11.5% | -15.0% |
| 3Y | -1.1% | +44.2% | -45.3% | -11.8% |
| 5Y | -28.0% | +50.6% | -78.6% | -37.9% |
| 10Y | +130.2% | +232.8% | -102.6% | +53.6% |
| All | +5,650.9% | +1,354.2% | +4,296.7% | +2,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling