+10,486.5%
FIX vs RBA
+3,565.6%
+6,921.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -15.9% | -20.5% | +4.7% | -10.1% |
| 6M | +12.7% | -18.5% | +31.3% | +19.4% |
| YTD | +72.8% | -18.2% | +91.0% | +81.7% |
| 1Y | +122.9% | -27.5% | +150.4% | +143.8% |
| 3Y | +774.3% | +38.1% | +736.2% | +666.7% |
| 5Y | +2,049.5% | +44.8% | +2,004.7% | +1,705.6% |
| 10Y | +5,821.5% | +187.1% | +5,634.3% | +3,720.7% |
| All | +10,486.5% | +3,565.6% | +6,921.0% | +3,526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling