+1,384.5%
FDX vs RBA
+3,565.6%
-2,181.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | +3.8% | -12.3% | +16.1% | +7.3% |
| 3M | -1.3% | -20.5% | +19.2% | +4.2% |
| 6M | +5.0% | -18.5% | +23.6% | +10.0% |
| YTD | +39.6% | -18.2% | +57.9% | +45.5% |
| 1Y | +81.1% | -27.5% | +108.6% | +94.7% |
| 3Y | +63.0% | +38.1% | +25.0% | +45.0% |
| 5Y | +65.6% | +44.8% | +20.8% | +41.6% |
| 10Y | +183.4% | +187.1% | -3.8% | +96.7% |
| All | +1,384.5% | +3,565.6% | -2,181.1% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling