-70.8%
FIS vs RBA
+45.7%
-116.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.9% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | -16.7% | +8.3% | -25.1% | -18.7% |
| 3M | -32.3% | +10.5% | -42.8% | -34.3% |
| 6M | -29.1% | -5.9% | -23.2% | -28.5% |
| YTD | -54.1% | -6.9% | -47.3% | -53.9% |
| 1Y | -53.7% | -4.9% | -48.9% | -53.7% |
| 3Y | -38.8% | +64.5% | -103.3% | -47.3% |
| All | -70.8% | +45.7% | -116.5% | -74.2% |
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