+3,653.2%
FIX vs RBA
+224.6%
+3,428.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +5.9% |
| 7D | -17.5% | +4.3% | -21.7% | -19.0% |
| 30D | -41.6% | +16.3% | -57.9% | -45.3% |
| 3M | -40.6% | +1.3% | -41.9% | -41.6% |
| 6M | -49.4% | -11.1% | -38.3% | -48.1% |
| YTD | +9.2% | -8.5% | +17.6% | +9.7% |
| 1Y | +6.5% | -2.1% | +8.6% | +4.0% |
| 3Y | +448.7% | +44.6% | +404.2% | +354.6% |
| 5Y | +948.7% | +36.8% | +911.9% | +762.9% |
| All | +3,653.2% | +224.6% | +3,428.6% | +1,808.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling