-59.7%
FICO vs RBA
-5.6%
-54.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | -0.8% | +6.8% | -7.6% | -3.1% |
| 3M | -31.3% | +9.5% | -40.8% | -33.5% |
| 6M | -33.9% | -8.2% | -25.7% | -32.7% |
| YTD | -57.6% | -7.7% | -49.8% | -58.0% |
| 1Y | -59.7% | -6.9% | -52.7% | -60.3% |
| All | -59.7% | -5.6% | -54.1% | -60.3% |
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