-56.4%
FICO vs RBA
-2.0%
-54.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.9% |
| 7D | +0.4% | +12.7% | -12.2% | -3.5% |
| 30D | +1.7% | +15.5% | -13.9% | -3.3% |
| 3M | -33.0% | -14.0% | -19.0% | -30.0% |
| 6M | -33.9% | -8.8% | -25.0% | -32.4% |
| YTD | -58.5% | -6.9% | -51.6% | -58.8% |
| 1Y | -56.4% | -3.0% | -53.4% | -57.3% |
| All | -56.4% | -2.0% | -54.4% | -57.3% |
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