-24.1%
FICO vs RBA
+42.3%
-66.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -32.3% |
| 6M | -34.0% | -11.1% | -22.9% | -31.9% |
| YTD | -58.3% | -8.5% | -49.9% | -57.6% |
| 1Y | -57.9% | -2.1% | -55.8% | -58.2% |
| 3Y | -24.1% | +44.6% | -68.6% | -29.4% |
| All | -24.1% | +42.3% | -66.4% | -29.4% |
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