-51.1%
FIS vs RBA
-2.0%
-49.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.1% | -25.7% | -24.1% |
| 7D | -18.4% | +12.7% | -31.1% | -20.8% |
| 30D | -11.4% | +15.5% | -26.9% | -14.6% |
| 3M | -32.0% | -14.0% | -17.9% | -30.1% |
| 6M | -35.6% | -8.8% | -26.8% | -34.9% |
| YTD | -53.8% | -6.9% | -46.9% | -53.2% |
| 1Y | -51.1% | -3.0% | -48.1% | -50.8% |
| All | -51.1% | -2.0% | -49.1% | -50.8% |
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 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