+53.0%
FDX vs RBA
-5.8%
+58.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +5.2% | +1.7% | +3.4% | +4.9% |
| 30D | +11.3% | +8.3% | +2.9% | +9.9% |
| 3M | -4.1% | +10.5% | -14.7% | -5.5% |
| 6M | +9.6% | -5.9% | +15.5% | +9.6% |
| YTD | +40.9% | -6.9% | +47.8% | +34.6% |
| 1Y | +53.0% | -4.9% | +57.9% | +44.4% |
| All | +53.0% | -5.8% | +58.8% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling