+92.4%
FOXA vs RBA
+181.1%
-88.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.0% | -2.9% | +8.0% | +5.7% |
| 3M | -3.0% | -20.9% | +17.9% | +1.8% |
| 6M | +14.8% | -17.7% | +32.4% | +19.0% |
| YTD | -8.9% | -18.2% | +9.3% | -5.4% |
| 1Y | +13.3% | -29.1% | +42.4% | +21.7% |
| 3Y | +115.4% | +29.5% | +85.9% | +98.5% |
| 5Y | +95.3% | +40.2% | +55.0% | +72.9% |
| All | +92.4% | +181.1% | -88.8% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling