+65.8%
FDX vs RBA
+36.9%
+28.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.5% | -2.9% | +0.4% | -1.9% |
| 30D | +3.8% | -12.3% | +16.1% | +6.7% |
| 3M | -1.3% | -20.5% | +19.2% | +3.1% |
| 6M | +5.0% | -18.5% | +23.6% | +8.8% |
| YTD | +39.6% | -18.2% | +57.9% | +43.7% |
| 1Y | +81.1% | -27.5% | +108.6% | +92.4% |
| All | +65.8% | +36.9% | +28.9% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling