+44.7%
FITB vs RBA
+37.7%
+7.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -1.5% | +4.3% | -5.8% | -2.8% |
| 30D | +5.8% | +16.3% | -10.5% | +0.7% |
| 3M | -6.1% | +1.3% | -7.4% | -6.8% |
| 6M | +5.9% | -11.1% | +17.0% | +8.8% |
| YTD | +16.1% | -8.5% | +24.6% | +17.6% |
| 1Y | +28.8% | -2.1% | +31.0% | +27.6% |
| 3Y | +126.0% | +44.6% | +81.5% | +97.0% |
| All | +44.7% | +37.7% | +7.0% | +32.1% |
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 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