+23.9%
FITB vs RBA
-28.4%
+52.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +2.8% | -1.1% | +3.9% | +3.2% |
| 30D | -4.5% | -13.2% | +8.7% | -0.4% |
| 3M | +5.7% | -21.4% | +27.0% | +11.9% |
| 6M | +17.1% | -20.9% | +38.0% | +23.4% |
| YTD | +18.3% | -19.9% | +38.2% | +21.4% |
| 1Y | +23.9% | -28.7% | +52.6% | +30.1% |
| All | +23.9% | -28.4% | +52.3% | +30.1% |
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