-58.4%
FICO vs RBA
-3.8%
-54.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.9% | +3.2% | -2.3% | -0.2% |
| 30D | +9.4% | +12.0% | -2.6% | +5.3% |
| 3M | -30.4% | +2.9% | -33.3% | -31.2% |
| 6M | -35.1% | -6.3% | -28.8% | -34.4% |
| YTD | -56.8% | -5.9% | -50.9% | -57.3% |
| 1Y | -58.4% | -3.9% | -54.5% | -59.1% |
| All | -58.4% | -3.8% | -54.6% | -59.1% |
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