+183.9%
FDX vs RBA
+185.7%
-1.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | +3.8% | -12.3% | +16.1% | +8.0% |
| 3M | -1.3% | -20.5% | +19.2% | +5.2% |
| 6M | +5.0% | -18.5% | +23.6% | +10.8% |
| YTD | +39.6% | -18.2% | +57.9% | +46.3% |
| 1Y | +81.1% | -27.5% | +108.6% | +97.2% |
| 3Y | +63.0% | +38.1% | +25.0% | +40.1% |
| 5Y | +65.6% | +44.8% | +20.8% | +34.5% |
| All | +183.9% | +185.7% | -1.9% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling