+4.4%
FICO vs RBA
+36.9%
-32.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -2.9% | -16.3% | -18.3% |
| 30D | -14.6% | -12.3% | -2.3% | -10.7% |
| 3M | -20.1% | -20.5% | +0.4% | -14.0% |
| 6M | -36.3% | -18.5% | -17.8% | -32.2% |
| YTD | -44.9% | -18.2% | -26.6% | -41.5% |
| 1Y | -38.6% | -27.5% | -11.1% | -32.4% |
| All | +4.4% | +36.9% | -32.5% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling