+894.6%
FIX vs RBA
+48.6%
+845.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.3% | -11.3% | -11.5% |
| 7D | -27.2% | +7.3% | -34.6% | -29.1% |
| 30D | -46.9% | +16.9% | -63.9% | -49.9% |
| 3M | -44.4% | -0.5% | -43.9% | -44.7% |
| 6M | -50.9% | -10.4% | -40.5% | -49.7% |
| YTD | +3.5% | -7.2% | +10.8% | +3.7% |
| 1Y | -2.1% | -2.2% | +0.1% | -4.0% |
| 3Y | +418.7% | +43.7% | +375.0% | +340.4% |
| 5Y | +894.6% | +38.7% | +855.9% | +757.8% |
| All | +894.6% | +48.6% | +845.9% | +757.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling