+2,105.4%
FIX vs RBA
+45.3%
+2,060.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -2.9% | +9.0% | +7.1% |
| 30D | -7.2% | -12.3% | +5.1% | -3.0% |
| 3M | -15.9% | -20.5% | +4.7% | -9.6% |
| 6M | +12.7% | -18.5% | +31.3% | +19.8% |
| YTD | +72.8% | -18.2% | +91.0% | +81.9% |
| 1Y | +122.9% | -27.5% | +150.4% | +146.1% |
| 3Y | +774.3% | +38.1% | +736.2% | +656.2% |
| All | +2,105.4% | +45.3% | +2,060.2% | +1,737.2% |
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