-55.0%
FIS vs RBA
-4.2%
-50.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.9% |
| 7D | -29.4% | +2.5% | -31.9% | -29.9% |
| 30D | -16.7% | +11.6% | -28.3% | -19.2% |
| 3M | -33.0% | +1.5% | -34.5% | -33.6% |
| 6M | -33.3% | -6.6% | -26.7% | -33.0% |
| YTD | -56.0% | -6.3% | -49.7% | -56.0% |
| All | -55.0% | -4.2% | -50.9% | -55.5% |
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 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