-55.5%
FIS vs RBA
+225.5%
-280.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -27.4% | +3.2% | -30.6% | -28.2% |
| 30D | -16.8% | +12.0% | -28.8% | -19.8% |
| 3M | -32.6% | +2.9% | -35.5% | -33.5% |
| 6M | -33.4% | -6.3% | -27.1% | -32.8% |
| YTD | -56.0% | -5.9% | -50.2% | -55.9% |
| 1Y | -55.1% | -3.9% | -51.2% | -55.3% |
| 3Y | -41.4% | +64.9% | -106.3% | -50.9% |
| 5Y | -72.7% | +48.5% | -121.1% | -77.0% |
| 10Y | -55.5% | +211.8% | -267.3% | -72.9% |
| All | -55.5% | +225.5% | -280.9% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling