-38.5%
FIX vs RBA
-14.5%
-24.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.1% | -17.2% | -14.5% |
| 7D | -18.9% | +12.7% | -31.6% | -16.5% |
| 30D | -36.3% | +15.5% | -51.8% | -33.9% |
| 3M | -38.5% | -14.0% | -24.5% | -40.0% |
| All | -38.5% | -14.5% | -24.0% | -40.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling