+235.1%
FITB vs RBA
+4,003.4%
-3,768.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -1.5% | +4.3% | -5.8% | -3.0% |
| 30D | +5.8% | +16.3% | -10.5% | 0.0% |
| 3M | -6.1% | +1.3% | -7.4% | -7.0% |
| 6M | +5.9% | -11.1% | +17.0% | +9.2% |
| YTD | +16.1% | -8.5% | +24.6% | +17.9% |
| 1Y | +28.8% | -2.1% | +31.0% | +27.6% |
| 3Y | +126.0% | +44.6% | +81.5% | +90.8% |
| 5Y | +45.3% | +36.8% | +8.5% | +21.7% |
| 10Y | +255.4% | +227.3% | +28.1% | +106.8% |
| All | +235.1% | +4,003.4% | -3,768.3% | +11.9% |
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