+24.2%
FIX vs RBA
-5.8%
+30.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +9.4% | +1.7% | +7.7% | +9.4% |
| 30D | -27.8% | +8.3% | -36.1% | -27.9% |
| 3M | -35.6% | +10.5% | -46.1% | -35.8% |
| 6M | -45.2% | -5.9% | -39.4% | -44.4% |
| YTD | +19.5% | -6.9% | +26.3% | +15.0% |
| 1Y | +24.2% | -4.9% | +29.1% | +17.8% |
| All | +24.2% | -5.8% | +30.0% | +17.8% |
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