+247.6%
FIS vs RBA
+3,150.6%
-2,903.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -11.8% | +9.0% | -20.8% | -14.3% |
| 3M | -28.5% | +7.2% | -35.7% | -30.3% |
| 6M | -27.0% | -7.8% | -19.3% | -26.0% |
| YTD | -53.1% | -6.4% | -46.7% | -52.9% |
| 1Y | -52.8% | -4.2% | -48.6% | -52.9% |
| 3Y | -37.5% | +64.1% | -101.5% | -47.5% |
| 5Y | -71.1% | +48.4% | -119.5% | -75.7% |
| 10Y | -52.0% | +209.9% | -261.9% | -69.2% |
| All | +247.6% | +3,150.6% | -2,903.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling