+1,403.5%
FISV vs RBA
+4,097.8%
-2,694.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +38.8% | +9.0% | +29.8% | +35.6% |
| 3M | +21.2% | +7.2% | +14.0% | +18.9% |
| 6M | +17.5% | -7.8% | +25.2% | +19.2% |
| YTD | -4.9% | -6.4% | +1.5% | -4.0% |
| 1Y | -0.6% | -4.2% | +3.6% | -0.3% |
| 3Y | -47.4% | +64.1% | -111.5% | -54.1% |
| 5Y | -36.0% | +48.4% | -84.5% | -44.0% |
| 10Y | +27.1% | +209.9% | -182.8% | -10.3% |
| All | +1,403.5% | +4,097.8% | -2,694.3% | +509.5% |
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 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