+79.3%
FICO vs RBA
+47.6%
+31.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.8% |
| 7D | -0.1% | +2.5% | -2.6% | -1.0% |
| 30D | +8.4% | +11.6% | -3.2% | +3.9% |
| 3M | -30.5% | +1.5% | -32.0% | -31.2% |
| 6M | -35.7% | -6.6% | -29.1% | -34.7% |
| YTD | -57.2% | -6.3% | -50.9% | -56.8% |
| 1Y | -58.4% | -4.0% | -54.5% | -58.4% |
| 3Y | -24.8% | +47.3% | -72.1% | -36.6% |
| 5Y | +79.3% | +47.7% | +31.6% | +38.5% |
| All | +79.3% | +47.6% | +31.7% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling