+3.3%
FOXA vs RBA
-4.5%
+7.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +8.6% | +9.0% | -0.4% | +7.2% |
| 3M | +9.9% | +7.2% | +2.7% | +8.6% |
| 6M | +0.8% | -7.8% | +8.6% | +1.1% |
| YTD | -6.1% | -6.4% | +0.3% | -4.4% |
| 1Y | +3.3% | -4.2% | +7.5% | +4.5% |
| All | +3.3% | -4.5% | +7.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling