-71.4%
FIS vs RBA
+37.7%
-109.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -25.5% | +4.3% | -29.7% | -26.4% |
| 30D | -15.1% | +16.3% | -31.4% | -18.7% |
| 3M | -32.1% | +1.3% | -33.4% | -32.6% |
| 6M | -36.1% | -11.1% | -25.0% | -34.6% |
| YTD | -55.4% | -8.5% | -46.9% | -54.9% |
| 1Y | -53.9% | -2.1% | -51.8% | -54.3% |
| 3Y | -39.8% | +44.6% | -84.3% | -46.4% |
| All | -71.4% | +37.7% | -109.1% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling