+5,892.0%
FIX vs RBA
+187.5%
+5,704.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -2.9% | +9.0% | +7.2% |
| 30D | -7.2% | -12.3% | +5.1% | -2.8% |
| 3M | -15.9% | -20.5% | +4.7% | -9.1% |
| 6M | +12.7% | -18.5% | +31.3% | +20.4% |
| YTD | +72.8% | -18.2% | +91.0% | +82.9% |
| 1Y | +122.9% | -27.5% | +150.4% | +147.6% |
| 3Y | +774.3% | +38.1% | +736.2% | +642.6% |
| 5Y | +2,049.5% | +44.8% | +2,004.7% | +1,629.3% |
| All | +5,892.0% | +187.5% | +5,704.4% | +3,118.3% |
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