-57.9%
FICO vs RBA
-3.3%
-54.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.9% | +4.3% | -5.2% | -2.4% |
| 30D | +3.3% | +16.3% | -13.0% | -2.1% |
| 3M | -31.7% | +1.3% | -33.0% | -32.2% |
| 6M | -34.0% | -11.1% | -22.9% | -31.9% |
| YTD | -58.3% | -8.5% | -49.9% | -58.8% |
| 1Y | -57.9% | -2.1% | -55.8% | -60.0% |
| All | -57.9% | -3.3% | -54.7% | -60.0% |
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 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