+6.5%
FIX vs RBA
-3.3%
+9.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +5.5% |
| 7D | -17.5% | +4.3% | -21.7% | -17.7% |
| 30D | -41.6% | +16.3% | -57.9% | -42.4% |
| 3M | -40.6% | +1.3% | -41.9% | -40.0% |
| 6M | -49.4% | -11.1% | -38.3% | -47.9% |
| YTD | +9.2% | -8.5% | +17.6% | +5.5% |
| 1Y | +6.5% | -2.1% | +8.6% | -0.5% |
| All | +6.5% | -3.3% | +9.7% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling