-55.1%
FIS vs RBA
-3.8%
-51.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -27.4% | +3.2% | -30.6% | -28.0% |
| 30D | -16.8% | +12.0% | -28.8% | -19.3% |
| 3M | -32.6% | +2.9% | -35.5% | -33.4% |
| 6M | -33.4% | -6.3% | -27.1% | -33.1% |
| YTD | -56.0% | -5.9% | -50.2% | -56.1% |
| 1Y | -55.1% | -3.9% | -51.2% | -55.6% |
| All | -55.1% | -3.8% | -51.3% | -55.6% |
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