+7,015.3%
FICO vs RBA
+4,058.7%
+2,956.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.3% | +7.3% | -7.6% | -2.5% |
| 30D | +1.7% | +16.9% | -15.2% | -3.5% |
| 3M | -35.2% | -0.5% | -34.7% | -35.3% |
| 6M | -33.7% | -10.4% | -23.2% | -31.9% |
| YTD | -58.2% | -7.2% | -50.9% | -57.7% |
| 1Y | -56.6% | -2.2% | -54.3% | -56.8% |
| 3Y | -24.0% | +43.7% | -67.7% | -33.9% |
| 5Y | +86.1% | +38.7% | +47.4% | +59.7% |
| 10Y | +522.8% | +231.7% | +291.1% | +301.0% |
| All | +7,015.3% | +4,058.7% | +2,956.6% | +2,873.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling