+153.4%
FDX vs RBA
+225.5%
-72.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.5% | +3.2% | -2.8% | -0.5% |
| 30D | +9.5% | +12.0% | -2.5% | +5.6% |
| 3M | -1.3% | +2.9% | -4.2% | -2.6% |
| 6M | +5.5% | -6.3% | +11.8% | +6.5% |
| YTD | +38.9% | -5.9% | +44.8% | +38.9% |
| 1Y | +58.8% | -3.9% | +62.7% | +57.7% |
| 3Y | +71.1% | +64.9% | +6.3% | +39.3% |
| 5Y | +76.3% | +48.5% | +27.8% | +44.2% |
| 10Y | +153.4% | +211.8% | -58.4% | +44.9% |
| All | +153.4% | +225.5% | -72.0% | +44.9% |
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