+153.5%
FDX vs RBA
+207.2%
-53.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +5.2% | +1.7% | +3.4% | +4.6% |
| 30D | +11.3% | +8.3% | +2.9% | +8.4% |
| 3M | -4.1% | +10.5% | -14.7% | -7.4% |
| 6M | +9.6% | -5.9% | +15.5% | +10.4% |
| YTD | +40.9% | -6.9% | +47.8% | +41.4% |
| 1Y | +53.0% | -4.9% | +57.9% | +52.4% |
| 3Y | +74.1% | +64.5% | +9.6% | +41.8% |
| 5Y | +75.1% | +46.1% | +29.0% | +44.0% |
| All | +153.5% | +207.2% | -53.6% | +45.5% |
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