+499.7%
FICO vs RBA
+224.6%
+275.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -0.9% | +4.3% | -5.2% | -2.7% |
| 30D | +3.3% | +16.3% | -13.0% | -3.4% |
| 3M | -31.7% | +1.3% | -33.0% | -32.5% |
| 6M | -34.0% | -11.1% | -22.9% | -31.5% |
| YTD | -58.3% | -8.5% | -49.9% | -57.5% |
| 1Y | -57.9% | -2.1% | -55.8% | -58.4% |
| 3Y | -24.1% | +44.6% | -68.6% | -37.9% |
| 5Y | +85.3% | +36.8% | +48.5% | +49.2% |
| All | +499.7% | +224.6% | +275.1% | +201.3% |
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 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