+3,604.4%
FIX vs RBA
+204.3%
+3,400.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | +17.0% | -0.5% | +17.6% | +17.3% |
| 30D | -30.6% | +6.8% | -37.4% | -32.7% |
| 3M | -35.0% | +9.5% | -44.5% | -37.9% |
| 6M | -44.0% | -8.2% | -35.7% | -43.2% |
| YTD | +21.1% | -7.7% | +28.9% | +21.5% |
| 1Y | +16.3% | -6.9% | +23.2% | +16.2% |
| 3Y | +507.4% | +61.6% | +445.8% | +384.9% |
| 5Y | +1,052.1% | +44.7% | +1,007.3% | +828.4% |
| All | +3,604.4% | +204.3% | +3,400.1% | +1,838.1% |
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 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